+114.6%
EXC vs LDOS
+494.7%
-380.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +0.3% | -5.4% | +5.7% | +1.9% |
| 30D | -3.7% | +4.9% | -8.6% | -5.3% |
| 3M | -1.3% | +7.2% | -8.5% | -3.9% |
| 6M | -9.7% | -24.2% | +14.5% | -2.9% |
| YTD | +2.9% | -25.8% | +28.7% | +10.5% |
| 1Y | +4.4% | -24.7% | +29.1% | +11.3% |
| 3Y | +22.2% | +39.3% | -17.1% | +3.7% |
| 5Y | +46.7% | +43.3% | +3.4% | +21.3% |
| 10Y | +155.3% | +278.6% | -123.2% | +58.8% |
| All | +114.6% | +494.7% | -380.2% | +9.6% |
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 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