+106.6%
EXE vs LDOS
+43.9%
+62.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -0.3% | -5.4% | +5.2% | +1.1% |
| 30D | +8.5% | +4.9% | +3.6% | +7.1% |
| 3M | +5.5% | +7.2% | -1.7% | +3.3% |
| 6M | -5.9% | -24.2% | +18.4% | +0.8% |
| YTD | -9.7% | -25.8% | +16.1% | -3.6% |
| 1Y | +3.6% | -24.7% | +28.3% | +10.0% |
| 3Y | +18.0% | +39.3% | -21.2% | -6.1% |
| All | +106.6% | +43.9% | +62.7% | +60.6% |
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