+275.4%
LDOS vs EXPD
+315.7%
-40.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -5.4% | -1.1% | -4.3% | -5.0% |
| 30D | +4.9% | +4.1% | +0.8% | +3.3% |
| 3M | +7.2% | +17.9% | -10.7% | +0.8% |
| 6M | -24.2% | +29.2% | -53.5% | -31.6% |
| YTD | -25.8% | +27.4% | -53.2% | -33.2% |
| 1Y | -24.7% | +56.8% | -81.5% | -37.9% |
| 3Y | +39.3% | +68.0% | -28.8% | +9.0% |
| 5Y | +43.3% | +61.9% | -18.6% | +10.9% |
| All | +275.4% | +315.7% | -40.3% | +77.5% |
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