+252.0%
LDOS vs EXEL
+445.6%
-193.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +1.9% |
| 7D | -5.8% | +2.3% | -8.1% | -6.1% |
| 30D | +11.6% | +19.8% | -8.3% | +9.0% |
| 3M | -1.0% | +32.7% | -33.7% | -4.6% |
| 6M | +5.1% | +49.0% | -43.9% | -0.5% |
| YTD | -24.0% | +63.7% | -87.7% | -29.2% |
| 1Y | -30.3% | +75.8% | -106.1% | -35.7% |
| 3Y | +37.0% | +241.3% | -204.3% | +12.1% |
| 5Y | +53.4% | +289.0% | -235.7% | +21.2% |
| 10Y | +252.0% | +377.6% | -125.7% | +161.5% |
| All | +252.0% | +445.6% | -193.6% | +161.5% |
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