-31.7%
LDOS vs BOXX
+4.1%
-35.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.5% |
| 7D | -1.3% | +0.1% | -1.4% | -1.9% |
| 30D | +10.1% | +0.4% | +9.7% | +7.2% |
| 3M | -4.7% | +1.0% | -5.7% | -13.5% |
| 6M | +5.6% | +2.0% | +3.6% | -13.0% |
| YTD | -25.1% | +3.4% | -28.5% | -40.4% |
| 1Y | -31.7% | +4.1% | -35.8% | -45.5% |
| All | -31.7% | +4.1% | -35.7% | -45.5% |
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