+71.6%
XLI vs LDOS
+37.8%
+33.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -1.5% | +1.9% | -3.4% | -1.8% |
| 30D | -0.3% | +12.8% | -13.1% | -2.5% |
| 3M | -8.4% | -1.0% | -7.3% | -8.4% |
| 6M | -2.1% | +6.2% | -8.3% | -3.4% |
| YTD | +9.6% | -23.2% | +32.9% | +15.0% |
| 1Y | +10.7% | -29.5% | +40.2% | +18.6% |
| 3Y | +71.6% | +37.1% | +34.5% | +52.2% |
| All | +71.6% | +37.8% | +33.8% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling