+29.5%
LDOS vs BOXX
+18.4%
+11.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -7.1% | 0.0% | -7.2% | -7.2% |
| 30D | -6.1% | +0.3% | -6.4% | -6.7% |
| 3M | +5.6% | +1.0% | +4.6% | +3.3% |
| 6M | -26.9% | +1.9% | -28.8% | -29.0% |
| YTD | -27.9% | +2.6% | -30.6% | -30.1% |
| 1Y | -26.8% | +4.0% | -30.8% | -29.1% |
| 3Y | +39.6% | +14.6% | +25.0% | +27.5% |
| All | +29.5% | +18.4% | +11.1% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling