+512.4%
LDOS vs EXEL
+596.9%
-84.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.6% | +0.7% |
| 7D | -3.7% | +3.8% | -7.5% | -4.1% |
| 30D | +16.4% | +17.8% | -1.4% | +14.4% |
| 3M | +7.4% | +21.2% | -13.8% | +5.1% |
| 6M | -0.3% | +54.7% | -55.0% | -5.1% |
| YTD | -24.0% | +56.8% | -80.8% | -27.9% |
| 1Y | -29.6% | +70.2% | -99.8% | -33.7% |
| 3Y | +35.1% | +227.2% | -192.1% | +16.8% |
| 5Y | +52.9% | +254.9% | -202.0% | +29.9% |
| 10Y | +262.2% | +476.9% | -214.7% | +180.6% |
| All | +512.4% | +596.9% | -84.4% | +273.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling