+63.7%
EXE vs LDOS
+52.0%
+11.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -5.6% | -3.7% | -1.9% | -4.9% |
| 30D | -3.3% | +16.4% | -19.7% | -6.8% |
| 3M | -5.5% | +7.4% | -12.9% | -7.4% |
| 6M | -13.4% | -0.3% | -13.1% | -13.8% |
| YTD | -21.3% | -24.0% | +2.7% | -16.7% |
| 1Y | -20.7% | -29.6% | +8.9% | -14.0% |
| 3Y | +3.9% | +35.1% | -31.2% | -16.1% |
| 5Y | +63.7% | +52.9% | +10.8% | +27.0% |
| All | +63.7% | +52.0% | +11.7% | +27.0% |
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