+196.7%
EXC vs LDOS
+226.9%
-30.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +1.4% | -1.6% | +3.0% | +1.9% |
| 30D | +8.6% | +8.2% | +0.3% | +5.8% |
| 3M | +2.4% | -8.2% | +10.6% | +4.7% |
| 6M | +6.5% | +5.8% | +0.6% | +3.4% |
| YTD | +9.0% | -27.0% | +36.0% | +18.2% |
| 1Y | +4.6% | -31.0% | +35.6% | +15.5% |
| 3Y | +33.5% | +29.3% | +4.2% | +10.6% |
| 5Y | +41.4% | +48.7% | -7.3% | +7.7% |
| All | +196.7% | +226.9% | -30.3% | +84.4% |
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 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