+30.1%
XEL vs LDOS
+41.1%
-11.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +1.9% |
| 7D | +1.3% | -7.1% | +8.4% | +2.4% |
| 30D | -1.5% | -6.1% | +4.5% | -0.7% |
| 3M | -0.2% | +5.6% | -5.8% | -1.3% |
| 6M | -5.4% | -26.9% | +21.5% | -1.2% |
| YTD | +5.6% | -27.9% | +33.6% | +10.2% |
| 1Y | +10.5% | -26.8% | +37.3% | +14.7% |
| 3Y | +49.2% | +39.6% | +9.6% | +28.6% |
| 5Y | +30.1% | +39.4% | -9.3% | +12.6% |
| All | +30.1% | +41.1% | -11.0% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling