+33.3%
LDOS vs BOXX
+18.4%
+14.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.4% |
| 7D | -5.4% | +0.1% | -5.5% | -5.5% |
| 30D | +4.9% | +0.4% | +4.5% | +4.1% |
| 3M | +7.2% | +1.0% | +6.2% | +4.8% |
| 6M | -24.2% | +2.0% | -26.2% | -26.5% |
| YTD | -25.8% | +2.6% | -28.4% | -28.0% |
| 1Y | -24.7% | +4.1% | -28.8% | -27.1% |
| 3Y | +39.3% | +14.7% | +24.6% | +27.3% |
| All | +33.3% | +18.4% | +14.9% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling