+511.9%
LDOS vs EXR
+1,900.6%
-1,388.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | 0.0% |
| 7D | -2.8% | +11.3% | -14.1% | -5.2% |
| 30D | +13.6% | +21.2% | -7.6% | +8.6% |
| 3M | +4.2% | +8.7% | -4.5% | +2.2% |
| 6M | -8.2% | +18.2% | -26.4% | -11.8% |
| YTD | -24.1% | +27.9% | -52.0% | -28.6% |
| 1Y | -31.2% | +28.3% | -59.5% | -35.4% |
| 3Y | +35.0% | +71.7% | -36.7% | +16.2% |
| 5Y | +52.6% | -0.6% | +53.3% | +47.2% |
| 10Y | +261.9% | +229.0% | +32.9% | +159.8% |
| All | +511.9% | +1,900.6% | -1,388.7% | +197.9% |
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 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