+67.4%
XLF vs LDOS
+43.9%
+23.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | 0.0% | -5.4% | +5.4% | +1.2% |
| 30D | +0.2% | +4.9% | -4.7% | -1.1% |
| 3M | +11.7% | +7.2% | +4.5% | +9.4% |
| 6M | +13.8% | -24.2% | +38.0% | +21.1% |
| YTD | +7.0% | -25.8% | +32.8% | +13.9% |
| 1Y | +9.1% | -24.7% | +33.9% | +15.5% |
| 3Y | +75.6% | +39.3% | +36.3% | +49.4% |
| All | +67.4% | +43.9% | +23.6% | +39.6% |
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 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