+177.5%
EXC vs LDOS
+256.7%
-79.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.4% | -3.7% | +5.0% | +2.5% |
| 30D | +11.6% | +16.4% | -4.7% | +6.4% |
| 3M | +2.7% | +7.4% | -4.8% | -0.1% |
| 6M | +2.7% | -0.3% | +3.0% | +1.8% |
| YTD | +9.7% | -24.0% | +33.7% | +17.4% |
| 1Y | +4.5% | -29.6% | +34.1% | +14.7% |
| 3Y | +28.5% | +35.1% | -6.6% | +5.3% |
| 5Y | +43.9% | +52.9% | -9.0% | +9.3% |
| All | +177.5% | +256.7% | -79.1% | +94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling