+250.5%
LDOS vs EXR
+221.5%
+29.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -7.2% | +5.2% | -12.4% | -8.5% |
| 30D | +16.8% | +20.9% | -4.0% | +10.9% |
| 3M | -1.6% | +7.7% | -9.3% | -3.6% |
| 6M | -1.0% | +13.2% | -14.2% | -4.4% |
| YTD | -25.8% | +26.5% | -52.2% | -30.7% |
| 1Y | -31.1% | +27.2% | -58.3% | -35.8% |
| 3Y | +32.8% | +71.5% | -38.7% | +9.9% |
| 5Y | +49.4% | +0.4% | +49.0% | +43.0% |
| All | +250.5% | +221.5% | +29.0% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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