+243.8%
XLF vs LDOS
+248.5%
-4.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.3% |
| 7D | +1.2% | -7.2% | +8.4% | +3.9% |
| 30D | +6.3% | +16.8% | -10.5% | +0.1% |
| 3M | -0.8% | -1.6% | +0.8% | -0.7% |
| 6M | +11.0% | -1.0% | +12.0% | +10.0% |
| YTD | +5.6% | -25.8% | +31.4% | +16.0% |
| 1Y | +10.8% | -31.1% | +41.9% | +25.4% |
| 3Y | +77.8% | +32.8% | +45.0% | +44.2% |
| 5Y | +55.6% | +49.4% | +6.3% | +16.0% |
| All | +243.8% | +248.5% | -4.6% | +73.6% |
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