+115.5%
EXPE vs LDOS
+248.5%
-132.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -3.8% |
| 7D | -9.3% | -7.2% | -2.1% | -6.2% |
| 30D | +0.1% | +16.8% | -16.7% | -6.5% |
| 3M | -15.3% | -1.6% | -13.7% | -15.0% |
| 6M | +5.5% | -1.0% | +6.5% | +4.7% |
| YTD | -8.0% | -25.8% | +17.8% | +3.4% |
| 1Y | +18.9% | -31.1% | +50.0% | +38.2% |
| 3Y | +135.5% | +32.8% | +102.7% | +90.3% |
| 5Y | +44.3% | +49.4% | -5.1% | +5.6% |
| All | +115.5% | +248.5% | -132.9% | +33.0% |
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