+218.0%
XLE vs LDOS
+43.9%
+174.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +2.2% | -5.4% | +7.6% | +3.5% |
| 30D | +11.8% | +4.9% | +6.9% | +10.4% |
| 3M | +9.8% | +7.2% | +2.6% | +7.6% |
| 6M | +15.6% | -24.2% | +39.8% | +24.0% |
| YTD | +45.3% | -25.8% | +71.1% | +55.4% |
| 1Y | +48.3% | -24.7% | +73.0% | +57.6% |
| 3Y | +55.4% | +39.3% | +16.2% | +24.6% |
| All | +218.0% | +43.9% | +174.1% | +147.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling