+250.5%
LDOS vs EXEL
+461.0%
-210.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.5% |
| 7D | -7.2% | +0.3% | -7.5% | -7.3% |
| 30D | +16.8% | +19.0% | -2.2% | +14.3% |
| 3M | -1.6% | +33.3% | -34.9% | -5.3% |
| 6M | -1.0% | +42.9% | -43.8% | -5.8% |
| YTD | -25.8% | +58.7% | -84.5% | -30.6% |
| 1Y | -31.1% | +70.5% | -101.6% | -36.2% |
| 3Y | +32.8% | +233.8% | -201.0% | +8.8% |
| 5Y | +49.4% | +259.3% | -210.0% | +19.2% |
| All | +250.5% | +461.0% | -210.5% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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