+40.4%
XLB vs LDOS
+32.3%
+8.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | -1.5% | -7.2% | +5.7% | -0.4% |
| 30D | +6.1% | +16.8% | -10.8% | +3.7% |
| 3M | 0.0% | -1.6% | +1.6% | +0.1% |
| 6M | 0.0% | -1.0% | +0.9% | -0.3% |
| YTD | +16.0% | -25.8% | +41.8% | +20.8% |
| 1Y | +24.7% | -31.1% | +55.8% | +31.9% |
| 3Y | +40.4% | +32.8% | +7.6% | +26.0% |
| All | +40.4% | +32.3% | +8.1% | +26.0% |
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