+175.1%
EXPE vs LDOS
+278.0%
-102.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | -9.5% | -5.4% | -4.1% | -7.3% |
| 30D | -6.6% | +4.9% | -11.5% | -9.0% |
| 3M | +31.4% | +7.2% | +24.2% | +26.0% |
| 6M | +35.2% | -24.2% | +59.4% | +51.6% |
| YTD | +5.8% | -25.8% | +31.6% | +18.9% |
| 1Y | +38.7% | -24.7% | +63.4% | +54.2% |
| 3Y | +175.8% | +39.3% | +136.5% | +117.5% |
| 5Y | +111.8% | +43.3% | +68.5% | +59.0% |
| All | +175.1% | +278.0% | -102.9% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling