+52.9%
LDOS vs EXR
-1.5%
+54.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -3.7% | +6.8% | -10.5% | -5.0% |
| 30D | +16.4% | +19.6% | -3.2% | +12.2% |
| 3M | +7.4% | +8.0% | -0.6% | +5.6% |
| 6M | -0.3% | +17.2% | -17.5% | -3.5% |
| YTD | -24.0% | +27.2% | -51.2% | -27.8% |
| 1Y | -29.6% | +26.1% | -55.6% | -33.0% |
| 3Y | +35.1% | +70.7% | -35.6% | +18.3% |
| 5Y | +52.9% | +1.0% | +51.9% | +42.2% |
| All | +52.9% | -1.5% | +54.4% | +42.2% |
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