+31.6%
EXC vs LDOS
+33.8%
-2.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.4% |
| 7D | -1.4% | -1.3% | 0.0% | -1.3% |
| 30D | +8.3% | +10.1% | -1.8% | +7.6% |
| 3M | +2.6% | -4.7% | +7.3% | +2.9% |
| 6M | +5.2% | +5.6% | -0.4% | +4.4% |
| YTD | +7.5% | -25.1% | +32.6% | +8.5% |
| 1Y | +3.2% | -31.7% | +34.8% | +4.8% |
| All | +31.6% | +33.8% | -2.2% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling