+674.6%
XEL vs LDOS
+515.5%
+159.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +1.7% | +1.9% | -0.1% | +1.3% |
| 30D | +8.6% | +12.8% | -4.2% | +5.5% |
| 3M | +5.1% | -1.0% | +6.1% | +5.0% |
| 6M | +2.5% | +6.2% | -3.7% | +0.2% |
| YTD | +11.0% | -23.2% | +34.2% | +16.4% |
| 1Y | +2.7% | -29.5% | +32.2% | +10.0% |
| 3Y | +49.7% | +37.1% | +12.7% | +32.2% |
| 5Y | +46.1% | +55.6% | -9.5% | +23.2% |
| 10Y | +181.5% | +249.4% | -67.9% | +93.7% |
| All | +674.6% | +515.5% | +159.1% | +333.6% |
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 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