+251.0%
XLF vs LDOS
+274.0%
-23.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | 0.0% | -5.4% | +5.4% | +2.1% |
| 30D | +0.2% | +4.9% | -4.7% | -1.9% |
| 3M | +11.7% | +7.2% | +4.5% | +7.8% |
| 6M | +13.8% | -24.2% | +38.0% | +25.4% |
| YTD | +7.0% | -25.8% | +32.8% | +17.8% |
| 1Y | +9.1% | -24.7% | +33.9% | +19.1% |
| 3Y | +75.6% | +39.3% | +36.3% | +39.8% |
| 5Y | +66.4% | +43.3% | +23.1% | +27.5% |
| All | +251.0% | +274.0% | -23.0% | +88.2% |
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 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