+235.2%
XLI vs LDOS
+262.7%
-27.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.5% | +3.0% |
| 7D | -0.5% | -5.8% | +5.3% | +1.6% |
| 30D | -0.2% | +11.6% | -11.8% | -4.5% |
| 3M | -8.6% | -1.0% | -7.6% | -8.8% |
| 6M | -2.0% | +5.1% | -7.0% | -5.2% |
| YTD | +9.7% | -24.0% | +33.8% | +19.4% |
| 1Y | +11.4% | -30.3% | +41.7% | +25.7% |
| 3Y | +74.2% | +37.0% | +37.3% | +39.8% |
| 5Y | +70.0% | +53.4% | +16.6% | +26.1% |
| 10Y | +235.2% | +252.0% | -16.7% | +84.6% |
| All | +235.2% | +262.7% | -27.4% | +84.6% |
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 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