-27.7%
LDOS vs BOXX
+4.0%
-31.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -4.2% | +0.1% | -4.3% | -4.8% |
| 30D | -7.9% | +0.3% | -8.2% | -10.3% |
| 3M | +4.1% | +1.0% | +3.1% | -4.6% |
| 6M | -28.2% | +1.9% | -30.1% | -36.2% |
| YTD | -28.5% | +2.6% | -31.2% | -36.5% |
| 1Y | -27.7% | +4.0% | -31.7% | -36.9% |
| All | -27.7% | +4.0% | -31.7% | -36.9% |
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