+54.6%
XLE vs LDOS
+39.7%
+14.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +2.2% | -5.4% | +7.6% | +2.9% |
| 30D | +11.8% | +4.9% | +6.9% | +11.0% |
| 3M | +9.8% | +7.2% | +2.6% | +8.8% |
| 6M | +15.6% | -24.2% | +39.8% | +20.3% |
| YTD | +45.3% | -25.8% | +71.1% | +50.8% |
| 1Y | +48.3% | -24.7% | +73.0% | +53.4% |
| All | +54.6% | +39.7% | +14.9% | +34.6% |
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