+45.6%
XEL vs LDOS
+32.3%
+13.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | -0.2% | -7.2% | +7.0% | +0.3% |
| 30D | +10.0% | +16.8% | -6.8% | +9.1% |
| 3M | +4.3% | -1.6% | +5.9% | +4.4% |
| 6M | +0.5% | -1.0% | +1.4% | +0.2% |
| YTD | +10.4% | -25.8% | +36.1% | +11.6% |
| 1Y | +2.0% | -31.1% | +33.1% | +3.7% |
| 3Y | +45.6% | +32.8% | +12.8% | +32.7% |
| All | +45.6% | +32.3% | +13.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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