+673.8%
AXP vs LDOS
+508.5%
+165.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.8% |
| 7D | +4.6% | -2.8% | +7.4% | +5.9% |
| 30D | +9.7% | +13.6% | -3.9% | +3.1% |
| 3M | -3.8% | +4.2% | -8.0% | -6.5% |
| 6M | +4.8% | -8.2% | +13.0% | +7.0% |
| YTD | -9.1% | -24.1% | +15.0% | +0.3% |
| 1Y | -6.7% | -31.2% | +24.5% | +8.0% |
| 3Y | +125.2% | +35.0% | +90.2% | +79.5% |
| 5Y | +105.0% | +52.6% | +52.3% | +49.7% |
| 10Y | +481.5% | +261.9% | +219.6% | +180.5% |
| All | +673.8% | +508.5% | +165.4% | +162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling