+58.0%
XLF vs LDOS
+51.2%
+6.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +1.2% | -3.5% | +4.7% | +2.0% |
| 30D | +6.2% | +9.5% | -3.3% | +3.9% |
| 3M | +0.9% | -6.3% | +7.2% | +2.0% |
| 6M | +13.6% | +2.8% | +10.8% | +12.1% |
| YTD | +7.6% | -26.6% | +34.2% | +14.6% |
| 1Y | +10.2% | -31.3% | +41.5% | +19.4% |
| 3Y | +79.8% | +30.9% | +48.9% | +55.5% |
| 5Y | +58.0% | +49.4% | +8.6% | +31.7% |
| All | +58.0% | +51.2% | +6.8% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling