+80.3%
EXE vs LDOS
+48.3%
+32.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | +5.3% | -1.6% | +6.9% | +5.7% |
| 30D | -2.2% | +8.2% | -10.4% | -4.2% |
| 3M | -5.9% | -8.2% | +2.3% | -4.3% |
| 6M | -5.7% | +5.8% | -11.5% | -7.7% |
| YTD | -17.8% | -27.0% | +9.1% | -12.2% |
| 1Y | -23.1% | -31.0% | +7.9% | -16.4% |
| 3Y | +21.2% | +29.3% | -8.1% | -1.4% |
| All | +80.3% | +48.3% | +32.0% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling