+233.0%
XLI vs LDOS
+248.5%
-15.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.0% |
| 7D | -2.8% | -7.2% | +4.4% | -0.2% |
| 30D | -3.1% | +16.8% | -19.9% | -9.0% |
| 3M | -11.7% | -1.6% | -10.1% | -11.8% |
| 6M | -7.6% | -1.0% | -6.6% | -8.5% |
| YTD | +5.7% | -25.8% | +31.5% | +16.0% |
| 1Y | +7.8% | -31.1% | +38.9% | +22.1% |
| 3Y | +67.4% | +32.8% | +34.6% | +35.9% |
| 5Y | +64.8% | +49.4% | +15.4% | +23.5% |
| All | +233.0% | +248.5% | -15.5% | +76.8% |
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 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