+51.6%
EXPE vs LDOS
+52.0%
-0.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.3% |
| YTD | -3.3% | -24.0% | +20.7% | +3.9% |
| 1Y | +28.4% | -29.6% | +58.0% | +40.9% |
| 3Y | +145.1% | +35.1% | +110.0% | +116.2% |
| 5Y | +51.6% | +52.9% | -1.3% | +32.8% |
| All | +51.6% | +52.0% | -0.3% | +32.8% |
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 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