+35.0%
XLB vs LDOS
+39.7%
-4.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | -1.4% | -5.4% | +4.0% | -0.6% |
| 30D | -0.4% | +4.9% | -5.3% | -1.2% |
| 3M | +2.0% | +7.2% | -5.2% | +0.5% |
| 6M | +1.8% | -24.2% | +26.1% | +6.4% |
| YTD | +16.6% | -25.8% | +42.4% | +21.6% |
| 1Y | +16.9% | -24.7% | +41.7% | +21.5% |
| All | +35.0% | +39.7% | -4.7% | +22.8% |
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 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