+41.3%
LDOS vs EXR
+22.7%
+18.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -5.4% | -2.6% | -2.8% | -5.0% |
| 30D | +4.9% | -7.2% | +12.1% | +6.1% |
| 3M | +7.2% | -3.5% | +10.7% | +7.8% |
| 6M | -24.2% | -5.3% | -19.0% | -23.7% |
| YTD | -25.8% | +9.4% | -35.2% | -26.9% |
| 1Y | -24.7% | +1.3% | -26.0% | -25.1% |
| All | +41.3% | +22.7% | +18.5% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling