+18.9%
EXPE vs LDOS
-31.2%
+50.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.1% |
| 7D | -9.3% | -7.2% | -2.1% | -7.1% |
| 30D | +0.1% | +16.8% | -16.7% | -4.2% |
| 3M | -15.3% | -1.6% | -13.7% | -15.1% |
| 6M | +5.5% | -1.0% | +6.5% | +5.4% |
| YTD | -8.0% | -25.8% | +17.8% | +1.7% |
| 1Y | +18.9% | -31.1% | +50.0% | +38.8% |
| All | +18.9% | -31.2% | +50.1% | +38.8% |
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