+275.4%
LDOS vs EXEL
+400.1%
-124.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -5.4% | +8.4% | -13.8% | -6.3% |
| 30D | +4.9% | +4.1% | +0.8% | +4.2% |
| 3M | +7.2% | +12.4% | -5.2% | +5.5% |
| 6M | -24.2% | +41.5% | -65.8% | -27.7% |
| YTD | -25.8% | +34.6% | -60.4% | -28.9% |
| 1Y | -24.7% | +57.9% | -82.6% | -29.5% |
| 3Y | +39.3% | +159.5% | -120.2% | +19.5% |
| 5Y | +43.3% | +198.5% | -155.2% | +18.9% |
| All | +275.4% | +400.1% | -124.7% | +201.5% |
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