+49.9%
XLE vs LDOS
-27.6%
+77.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.5% | -4.8% |
| 7D | -7.2% | -2.8% | -4.4% | -7.0% |
| 30D | +0.1% | +13.6% | -13.5% | -0.9% |
| 3M | +9.2% | +4.2% | +5.0% | +8.7% |
| 6M | +8.4% | -8.2% | +16.6% | +9.8% |
| YTD | +44.9% | -24.1% | +69.0% | +45.5% |
| 1Y | +49.9% | -31.2% | +81.1% | +56.1% |
| All | +49.9% | -27.6% | +77.5% | +56.1% |
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