+127.4%
EXC vs LDOS
+508.5%
-381.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | +3.3% | -2.8% | +6.1% | +4.1% |
| 30D | +13.3% | +13.6% | -0.3% | +9.0% |
| 3M | +1.8% | +4.2% | -2.4% | +0.1% |
| 6M | +1.1% | -8.2% | +9.3% | +2.6% |
| YTD | +9.0% | -24.1% | +33.1% | +16.0% |
| 1Y | +3.4% | -31.2% | +34.6% | +13.3% |
| 3Y | +27.7% | +35.0% | -7.3% | +9.4% |
| 5Y | +43.1% | +52.6% | -9.5% | +15.8% |
| 10Y | +182.0% | +261.9% | -79.9% | +77.2% |
| All | +127.4% | +508.5% | -381.1% | +15.1% |
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