+217.7%
XLF vs LDOS
+226.9%
-9.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +2.7% | -1.6% | +4.3% | +3.3% |
| 30D | +7.6% | +8.2% | -0.6% | +4.3% |
| 3M | +1.1% | -8.2% | +9.3% | +3.8% |
| 6M | +15.9% | +5.8% | +10.1% | +11.8% |
| YTD | +8.4% | -27.0% | +35.4% | +19.7% |
| 1Y | +12.5% | -31.0% | +43.5% | +27.0% |
| 3Y | +81.6% | +29.3% | +52.3% | +49.0% |
| 5Y | +59.3% | +48.7% | +10.5% | +18.9% |
| All | +217.7% | +226.9% | -9.2% | +81.3% |
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