+41.3%
LDOS vs EXPD
+68.7%
-27.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -5.4% | -1.1% | -4.3% | -5.2% |
| 30D | +4.9% | +4.1% | +0.8% | +4.1% |
| 3M | +7.2% | +17.9% | -10.7% | +4.2% |
| 6M | -24.2% | +29.2% | -53.5% | -27.4% |
| YTD | -25.8% | +27.4% | -53.2% | -29.0% |
| 1Y | -24.7% | +56.8% | -81.5% | -31.2% |
| All | +41.3% | +68.7% | -27.5% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling