+147.6%
EXPE vs LDOS
+35.4%
+112.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +0.1% | -13.8% | -13.8% |
| 7D | -3.6% | -3.7% | +0.1% | -2.5% |
| 30D | +4.8% | +16.4% | -11.6% | +0.3% |
| 3M | -14.6% | +7.4% | -22.0% | -16.7% |
| 6M | +10.0% | -0.3% | +10.3% | +9.4% |
| YTD | -3.3% | -24.0% | +20.7% | +4.2% |
| 1Y | +28.4% | -29.6% | +58.0% | +41.3% |
| All | +147.6% | +35.4% | +112.2% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling