+4.5%
EXC vs LDOS
-31.3%
+35.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.4% | -3.7% | +5.0% | +1.6% |
| 30D | +11.6% | +16.4% | -4.7% | +10.9% |
| 3M | +2.7% | +7.4% | -4.8% | +2.2% |
| 6M | +2.7% | -0.3% | +3.0% | +1.2% |
| YTD | +9.7% | -24.0% | +33.7% | +8.5% |
| 1Y | +4.5% | -29.6% | +34.1% | +2.6% |
| All | +4.5% | -31.3% | +35.8% | +2.6% |
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