+222.8%
LDOS vs XLRE
+112.9%
+109.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | +9.5% | +6.0% | +3.5% | +5.8% |
| 3M | -6.3% | +0.5% | -6.8% | -6.7% |
| 6M | +2.8% | +1.2% | +1.6% | +1.9% |
| YTD | -26.6% | +12.6% | -39.2% | -32.0% |
| 1Y | -31.3% | +11.0% | -42.3% | -35.7% |
| 3Y | +30.9% | +43.0% | -12.0% | +3.0% |
| 5Y | +49.4% | +9.1% | +40.3% | +37.4% |
| All | +222.8% | +112.9% | +109.9% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 10y: compounded portfolio wealth divided by compounded XLRE 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…
10y analysis · Full analysis span regression · 6 months rolling