+12.3%
XLI vs LDOS
-31.9%
+44.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.4% |
| 7D | +3.8% | -1.6% | +5.4% | +3.9% |
| 30D | +1.0% | +8.2% | -7.2% | +0.3% |
| 3M | -8.9% | -8.2% | -0.7% | -8.4% |
| 6M | -2.3% | +5.8% | -8.1% | -2.8% |
| YTD | +9.7% | -27.0% | +36.6% | +11.8% |
| 1Y | +12.3% | -31.0% | +43.3% | +17.6% |
| All | +12.3% | -31.9% | +44.2% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling