+167.2%
XLE vs LDOS
+248.5%
-81.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.9% |
| 7D | -12.0% | -7.2% | -4.8% | -9.5% |
| 30D | -2.7% | +16.8% | -19.6% | -8.8% |
| 3M | +6.6% | -1.6% | +8.2% | +6.5% |
| 6M | +9.5% | -1.0% | +10.5% | +8.4% |
| YTD | +40.6% | -25.8% | +66.3% | +54.6% |
| 1Y | +43.6% | -31.1% | +74.7% | +63.2% |
| 3Y | +58.1% | +32.8% | +25.3% | +24.6% |
| 5Y | +152.2% | +49.4% | +102.8% | +82.4% |
| All | +167.2% | +248.5% | -81.3% | +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