+258.8%
LDOS vs EXPD
+313.3%
-54.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +1.7% |
| 7D | -3.7% | -4.8% | +1.1% | -2.1% |
| 30D | +16.4% | -1.5% | +17.9% | +16.8% |
| 3M | +7.4% | +4.1% | +3.3% | +5.5% |
| 6M | -0.3% | +24.0% | -24.3% | -8.3% |
| YTD | -24.0% | +27.4% | -51.4% | -31.7% |
| 1Y | -29.6% | +38.4% | -67.9% | -38.9% |
| 3Y | +35.1% | +73.2% | -38.1% | +4.1% |
| 5Y | +52.9% | +59.9% | -6.9% | +19.5% |
| All | +258.8% | +313.3% | -54.6% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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