+134.0%
XLC vs LDOS
+160.7%
-26.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +6.2% | +1.9% | +4.4% | +5.7% |
| 30D | -2.4% | +12.8% | -15.2% | -5.8% |
| 3M | -3.3% | -1.0% | -2.3% | -3.5% |
| 6M | -7.3% | +6.2% | -13.5% | -9.7% |
| YTD | -7.6% | -23.2% | +15.6% | -2.0% |
| 1Y | -3.7% | -29.5% | +25.8% | +4.9% |
| 3Y | +62.9% | +37.1% | +25.9% | +37.5% |
| 5Y | +41.6% | +55.6% | -14.0% | +11.6% |
| All | +134.0% | +160.7% | -26.7% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling