+39.8%
EXPE vs LDOS
+51.2%
-11.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.4% | -0.7% |
| 7D | -13.3% | -5.8% | -7.5% | -11.7% |
| 30D | -5.5% | +11.6% | -17.1% | -8.4% |
| 3M | -16.5% | -1.0% | -15.5% | -16.4% |
| 6M | +13.1% | +5.1% | +8.0% | +10.7% |
| YTD | -8.0% | -24.0% | +16.0% | -1.2% |
| 1Y | +1.1% | -30.3% | +31.4% | +11.2% |
| 3Y | +131.2% | +37.0% | +94.2% | +103.4% |
| 5Y | +39.8% | +53.4% | -13.6% | +22.4% |
| All | +39.8% | +51.2% | -11.4% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling