+61.1%
EXE vs LDOS
+51.2%
+9.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.1% |
| 7D | -3.9% | -5.8% | +1.9% | -2.7% |
| 30D | -2.6% | +11.6% | -14.1% | -5.2% |
| 3M | -6.9% | -1.0% | -5.9% | -6.9% |
| 6M | -9.3% | +5.1% | -14.4% | -11.0% |
| YTD | -20.7% | -24.0% | +3.3% | -16.1% |
| 1Y | -21.8% | -30.3% | +8.4% | -15.0% |
| 3Y | +16.2% | +37.0% | -20.7% | -6.9% |
| 5Y | +61.1% | +53.4% | +7.7% | +24.7% |
| All | +61.1% | +51.2% | +9.9% | +24.7% |
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