+29.3%
LDOS vs EXEL
+230.5%
-201.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | -1.6% | -0.8% | -0.8% | -1.6% |
| 30D | +8.2% | +13.1% | -4.9% | +8.0% |
| 3M | -8.2% | +36.3% | -44.5% | -8.7% |
| 6M | +5.8% | +34.5% | -28.7% | +5.1% |
| YTD | -27.0% | +57.4% | -84.4% | -27.9% |
| 1Y | -31.0% | +62.9% | -93.9% | -31.9% |
| 3Y | +29.3% | +229.5% | -200.2% | +21.9% |
| All | +29.3% | +230.5% | -201.2% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling