+511.9%
LDOS vs EXPD
+426.6%
+85.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | +1.7% |
| 7D | -2.8% | +0.3% | -3.1% | -3.0% |
| 30D | +13.6% | +1.8% | +11.7% | +12.9% |
| 3M | +4.2% | +8.9% | -4.7% | +1.2% |
| 6M | -8.2% | +42.2% | -50.4% | -18.5% |
| YTD | -24.1% | +33.4% | -57.4% | -31.7% |
| 1Y | -31.2% | +47.2% | -78.4% | -40.1% |
| 3Y | +35.0% | +81.3% | -46.3% | +7.8% |
| 5Y | +52.6% | +60.2% | -7.6% | +24.6% |
| 10Y | +261.9% | +339.5% | -77.7% | +110.9% |
| All | +511.9% | +426.6% | +85.3% | +208.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling