+60.3%
XLC vs LDOS
+35.4%
+24.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +3.1% | -3.7% | +6.8% | +3.5% |
| 30D | -6.5% | +16.4% | -22.9% | -8.4% |
| 3M | -5.6% | +7.4% | -13.0% | -6.7% |
| 6M | -9.2% | -0.3% | -8.9% | -9.6% |
| YTD | -10.6% | -24.0% | +13.5% | -8.2% |
| 1Y | -6.9% | -29.6% | +22.7% | -3.4% |
| All | +60.3% | +35.4% | +24.9% | +56.2% |
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 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