-31.2%
LDOS vs BOXX
+4.1%
-35.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.5% |
| 7D | -2.8% | +0.1% | -2.9% | -3.4% |
| 30D | +13.6% | +0.4% | +13.2% | +10.8% |
| 3M | +4.2% | +1.0% | +3.2% | -4.4% |
| 6M | -8.2% | +2.0% | -10.2% | -21.8% |
| YTD | -24.1% | +3.3% | -27.4% | -34.6% |
| 1Y | -31.2% | +4.1% | -35.3% | -37.8% |
| All | -31.2% | +4.1% | -35.3% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling