+38.7%
EXPE vs LDOS
-24.0%
+62.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -9.5% | -5.4% | -4.1% | -8.2% |
| 30D | -6.6% | +4.9% | -11.5% | -8.1% |
| 3M | +31.4% | +7.2% | +24.2% | +27.8% |
| 6M | +35.2% | -24.2% | +59.4% | +47.1% |
| YTD | +5.8% | -25.8% | +31.6% | +16.1% |
| 1Y | +38.7% | -24.7% | +63.4% | +50.1% |
| All | +38.7% | -24.0% | +62.7% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling