+133.6%
XLC vs LDOS
+149.1%
-15.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.4% |
| 7D | +3.1% | -3.5% | +6.5% | +4.1% |
| 30D | -4.2% | +9.5% | -13.7% | -6.9% |
| 3M | -2.1% | -6.3% | +4.2% | -0.8% |
| 6M | -6.6% | +2.8% | -9.4% | -8.3% |
| YTD | -7.8% | -26.6% | +18.8% | -0.9% |
| 1Y | -4.1% | -31.3% | +27.2% | +5.1% |
| 3Y | +62.6% | +30.9% | +31.7% | +38.9% |
| 5Y | +39.6% | +49.4% | -9.8% | +11.2% |
| All | +133.6% | +149.1% | -15.5% | +55.0% |
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 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