-10.2%
AXP vs LDOS
-31.3%
+21.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +0.4% | -3.7% | +4.1% | +0.9% |
| 30D | +7.0% | +16.4% | -9.4% | +4.8% |
| 3M | -6.6% | +7.4% | -14.0% | -7.7% |
| 6M | +3.5% | -0.3% | +3.8% | +4.2% |
| YTD | -11.2% | -24.0% | +12.8% | -6.7% |
| 1Y | -10.2% | -29.6% | +19.4% | -1.4% |
| All | -10.2% | -31.3% | +21.1% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling