+115.9%
EXPE vs LDOS
+254.8%
-139.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.6% |
| 7D | -11.2% | +1.9% | -13.1% | -11.9% |
| 30D | -7.5% | +12.8% | -20.2% | -12.3% |
| 3M | -19.1% | -1.0% | -18.1% | -19.0% |
| 6M | +10.7% | +6.2% | +4.5% | +6.5% |
| YTD | -9.9% | -23.2% | +13.3% | -0.3% |
| 1Y | -4.6% | -29.5% | +24.9% | +9.7% |
| 3Y | +116.8% | +37.1% | +79.7% | +72.4% |
| 5Y | +38.6% | +55.6% | -17.0% | -0.9% |
| 10Y | +115.9% | +249.4% | -133.6% | +24.7% |
| All | +115.9% | +254.8% | -139.0% | +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 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