+152.2%
XLE vs LDOS
+52.0%
+100.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -10.3% | -3.7% | -6.6% | -9.6% |
| 30D | -3.3% | +16.4% | -19.7% | -6.7% |
| 3M | +8.2% | +7.4% | +0.8% | +6.0% |
| 6M | +5.0% | -0.3% | +5.4% | +4.7% |
| YTD | +40.6% | -24.0% | +64.6% | +49.0% |
| 1Y | +45.0% | -29.6% | +74.6% | +57.2% |
| 3Y | +56.3% | +35.1% | +21.2% | +27.9% |
| 5Y | +152.2% | +52.9% | +99.3% | +94.2% |
| All | +152.2% | +52.0% | +100.3% | +94.2% |
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 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