+498.1%
LDOS vs EXR
+1,609.8%
-1,111.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.7% |
| 3M | +7.2% | -3.5% | +10.7% | +8.1% |
| 6M | -24.2% | -5.3% | -19.0% | -23.4% |
| YTD | -25.8% | +9.4% | -35.2% | -27.6% |
| 1Y | -24.7% | +1.3% | -26.0% | -25.4% |
| 3Y | +39.3% | +22.4% | +16.9% | +29.8% |
| 5Y | +43.3% | -12.2% | +55.5% | +42.1% |
| 10Y | +278.6% | +148.6% | +130.0% | +189.1% |
| All | +498.1% | +1,609.8% | -1,111.7% | +202.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling