+125.4%
EXPE vs LDOS
+241.3%
-115.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +3.5% |
| 7D | -17.8% | -1.3% | -16.4% | -17.3% |
| 30D | -3.2% | +10.1% | -13.3% | -7.3% |
| 3M | -19.0% | -4.7% | -14.3% | -17.6% |
| 6M | +17.7% | +5.6% | +12.2% | +13.4% |
| YTD | -7.8% | -25.1% | +17.3% | +3.1% |
| 1Y | -1.4% | -31.7% | +30.3% | +15.1% |
| 3Y | +121.9% | +33.7% | +88.2% | +78.3% |
| 5Y | +44.3% | +54.4% | -10.1% | +3.2% |
| 10Y | +125.4% | +236.4% | -111.0% | +21.2% |
| All | +125.4% | +241.3% | -115.9% | +21.2% |
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