+140.6%
EXE vs LDOS
+29.9%
+110.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.4% |
| 7D | -6.6% | -7.2% | +0.6% | -5.1% |
| 30D | -4.0% | +16.8% | -20.8% | -7.4% |
| 3M | -7.5% | -1.6% | -5.9% | -7.4% |
| 6M | -11.7% | -1.0% | -10.7% | -12.0% |
| YTD | -22.0% | -25.8% | +3.8% | -17.4% |
| 1Y | -21.8% | -31.1% | +9.3% | -15.4% |
| 3Y | +8.0% | +32.8% | -24.8% | -8.7% |
| 5Y | +62.3% | +49.4% | +12.9% | +31.6% |
| All | +140.6% | +29.9% | +110.7% | +94.2% |
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 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