+228.0%
XLI vs LDOS
+254.8%
-26.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | -1.5% | +1.9% | -3.4% | -2.2% |
| 30D | -0.3% | +12.8% | -13.1% | -5.0% |
| 3M | -8.4% | -1.0% | -7.3% | -8.6% |
| 6M | -2.1% | +6.2% | -8.3% | -5.7% |
| YTD | +9.6% | -23.2% | +32.9% | +18.8% |
| 1Y | +10.7% | -29.5% | +40.2% | +24.3% |
| 3Y | +71.6% | +37.1% | +34.5% | +37.8% |
| 5Y | +70.8% | +55.6% | +15.1% | +26.0% |
| 10Y | +228.0% | +249.4% | -21.5% | +84.3% |
| All | +228.0% | +254.8% | -26.9% | +84.3% |
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