+308.4%
XLE vs LDOS
+509.1%
-200.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -10.3% | -3.7% | -6.6% | -9.0% |
| 30D | -3.3% | +16.4% | -19.7% | -9.5% |
| 3M | +8.2% | +7.4% | +0.8% | +4.2% |
| 6M | +5.0% | -0.3% | +5.4% | +3.4% |
| YTD | +40.6% | -24.0% | +64.6% | +53.1% |
| 1Y | +45.0% | -29.6% | +74.6% | +63.2% |
| 3Y | +56.3% | +35.1% | +21.2% | +25.7% |
| 5Y | +152.2% | +52.9% | +99.3% | +87.6% |
| 10Y | +173.0% | +262.2% | -89.2% | +36.3% |
| All | +308.4% | +509.1% | -200.6% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling