+626.2%
XEL vs LDOS
+494.7%
+131.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -1.0% | -5.4% | +4.5% | +0.3% |
| 30D | -1.9% | +4.9% | -6.8% | -3.2% |
| 3M | -1.9% | +7.2% | -9.1% | -4.0% |
| 6M | -7.4% | -24.2% | +16.8% | -1.8% |
| YTD | +4.1% | -25.8% | +29.9% | +10.3% |
| 1Y | +8.0% | -24.7% | +32.8% | +13.9% |
| 3Y | +48.4% | +39.3% | +9.1% | +30.4% |
| 5Y | +27.2% | +43.3% | -16.1% | +9.7% |
| 10Y | +146.8% | +278.6% | -131.8% | +66.9% |
| All | +626.2% | +494.7% | +131.4% | +310.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling