+55.6%
LDOS vs EXR
-1.3%
+56.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | +1.9% | +1.7% | +0.1% | +1.5% |
| 30D | +12.8% | +18.0% | -5.3% | +9.0% |
| 3M | -1.0% | +9.7% | -10.7% | -2.9% |
| 6M | +6.2% | +13.4% | -7.2% | +3.5% |
| YTD | -23.2% | +26.3% | -49.5% | -26.9% |
| 1Y | -29.5% | +27.6% | -57.0% | -33.0% |
| 3Y | +37.1% | +52.2% | -15.1% | +23.3% |
| 5Y | +55.6% | -1.1% | +56.7% | +45.9% |
| All | +55.6% | -1.3% | +56.9% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling