+35.9%
LDOS vs EXPD
+72.7%
-36.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.8% |
| 7D | -3.7% | -4.8% | +1.1% | -3.0% |
| 30D | +16.4% | -1.5% | +17.9% | +16.6% |
| 3M | +7.4% | +4.1% | +3.3% | +6.5% |
| 6M | -0.3% | +24.0% | -24.3% | -3.8% |
| YTD | -24.0% | +27.4% | -51.4% | -27.3% |
| 1Y | -29.6% | +38.4% | -67.9% | -33.7% |
| All | +35.9% | +72.7% | -36.8% | +21.2% |
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