+32.8%
LDOS vs XLRE
+39.1%
-6.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -7.2% | +1.9% | -9.1% | -7.8% |
| 30D | +16.8% | +8.5% | +8.4% | +13.6% |
| 3M | -1.6% | -1.0% | -0.6% | -1.4% |
| 6M | -1.0% | 0.0% | -1.0% | -1.2% |
| YTD | -25.8% | +11.7% | -37.4% | -28.8% |
| 1Y | -31.1% | +11.8% | -42.9% | -33.9% |
| 3Y | +32.8% | +40.8% | -8.0% | +22.2% |
| All | +32.8% | +39.1% | -6.3% | +22.2% |
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