+83.9%
XLI vs LDOS
+43.9%
+40.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -1.1% | -5.4% | +4.4% | +0.3% |
| 30D | -5.9% | +4.9% | -10.8% | -7.2% |
| 3M | -0.3% | +7.2% | -7.4% | -2.4% |
| 6M | +0.1% | -24.2% | +24.4% | +7.6% |
| YTD | +13.6% | -25.8% | +39.4% | +22.0% |
| 1Y | +17.2% | -24.7% | +41.9% | +25.0% |
| 3Y | +68.2% | +39.3% | +28.9% | +40.8% |
| All | +83.9% | +43.9% | +40.0% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling