+378.7%
LDOS vs XLRE
+112.0%
+266.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | -5.4% | -1.2% | -4.2% | -4.7% |
| 30D | +4.9% | -2.8% | +7.7% | +6.5% |
| 3M | +7.2% | -0.2% | +7.4% | +7.2% |
| 6M | -24.2% | +1.9% | -26.2% | -25.3% |
| YTD | -25.8% | +10.6% | -36.4% | -30.4% |
| 1Y | -24.7% | +8.8% | -33.5% | -28.7% |
| 3Y | +39.3% | +31.5% | +7.8% | +15.6% |
| 5Y | +43.3% | +6.6% | +36.8% | +33.5% |
| 10Y | +278.6% | +84.0% | +194.5% | +147.0% |
| All | +378.7% | +112.0% | +266.7% | +190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling