+39.6%
LDOS vs XLRE
+31.7%
+7.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -7.1% | -0.3% | -6.8% | -7.0% |
| 30D | -6.1% | -2.4% | -3.7% | -5.3% |
| 3M | +5.6% | +0.6% | +5.0% | +5.3% |
| 6M | -26.9% | +3.9% | -30.9% | -28.0% |
| YTD | -27.9% | +10.5% | -38.4% | -30.8% |
| 1Y | -26.8% | +8.4% | -35.2% | -29.2% |
| 3Y | +39.6% | +32.8% | +6.8% | +21.2% |
| All | +39.6% | +31.7% | +7.9% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling