+41.4%
XLB vs LDOS
+35.4%
+6.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -0.4% | -3.7% | +3.3% | +0.2% |
| 30D | +5.2% | +16.4% | -11.2% | +2.9% |
| 3M | -0.1% | +7.4% | -7.5% | -1.4% |
| 6M | +2.4% | -0.3% | +2.7% | +2.1% |
| YTD | +16.9% | -24.0% | +40.9% | +21.3% |
| 1Y | +25.0% | -29.6% | +54.6% | +31.8% |
| All | +41.4% | +35.4% | +6.0% | +26.4% |
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