+275.4%
LDOS vs EXR
+148.5%
+126.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -5.4% | -2.6% | -2.8% | -4.8% |
| 30D | +4.9% | -7.2% | +12.1% | +7.0% |
| 3M | +7.2% | -3.5% | +10.7% | +8.2% |
| 6M | -24.2% | -5.3% | -19.0% | -23.3% |
| YTD | -25.8% | +9.4% | -35.2% | -27.9% |
| 1Y | -24.7% | +1.3% | -26.0% | -25.5% |
| 3Y | +39.3% | +22.4% | +16.9% | +27.5% |
| 5Y | +43.3% | -12.2% | +55.5% | +42.0% |
| All | +275.4% | +148.5% | +126.9% | +182.8% |
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