+10.8%
XLF vs LDOS
-31.2%
+42.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | +1.2% | -7.2% | +8.4% | +2.0% |
| 30D | +6.3% | +16.8% | -10.5% | +4.4% |
| 3M | -0.8% | -1.6% | +0.8% | -0.8% |
| 6M | +11.0% | -1.0% | +12.0% | +10.7% |
| YTD | +5.6% | -25.8% | +31.4% | +8.5% |
| 1Y | +10.8% | -31.1% | +41.9% | +16.4% |
| All | +10.8% | -31.2% | +42.0% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling