+70.8%
XLI vs LDOS
+51.2%
+19.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | +4.3% | -3.5% | +7.8% | +5.1% |
| 30D | +0.5% | +9.5% | -9.1% | -2.0% |
| 3M | -8.6% | -6.3% | -2.3% | -7.5% |
| 6M | -2.3% | +2.8% | -5.1% | -3.7% |
| YTD | +10.1% | -26.6% | +36.8% | +18.2% |
| 1Y | +11.0% | -31.3% | +42.3% | +21.6% |
| 3Y | +72.3% | +30.9% | +41.4% | +46.5% |
| 5Y | +70.8% | +49.4% | +21.5% | +38.5% |
| All | +70.8% | +51.2% | +19.7% | +38.5% |
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