+80.1%
XLF vs LDOS
+31.0%
+49.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +1.2% | -3.5% | +4.7% | +1.8% |
| 30D | +6.2% | +9.5% | -3.3% | +4.6% |
| 3M | +0.9% | -6.3% | +7.2% | +1.7% |
| 6M | +13.6% | +2.8% | +10.8% | +12.6% |
| YTD | +7.6% | -26.6% | +34.2% | +12.7% |
| 1Y | +10.2% | -31.3% | +41.5% | +16.9% |
| All | +80.1% | +31.0% | +49.0% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling