-1.7%
XLC vs LDOS
-31.9%
+30.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +3.7% | -1.6% | +5.3% | +3.8% |
| 30D | -1.9% | +8.2% | -10.2% | -2.9% |
| 3M | -3.1% | -8.2% | +5.1% | -2.5% |
| 6M | -6.4% | +5.8% | -12.2% | -7.4% |
| YTD | -6.8% | -27.0% | +20.1% | -5.9% |
| 1Y | -1.7% | -31.0% | +29.3% | +0.2% |
| All | -1.7% | -31.9% | +30.2% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling