+69.9%
XLI vs LDOS
+48.3%
+21.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | +3.8% | -1.6% | +5.4% | +4.1% |
| 30D | +1.0% | +8.2% | -7.2% | -1.1% |
| 3M | -8.9% | -8.2% | -0.7% | -7.3% |
| 6M | -2.3% | +5.8% | -8.1% | -4.5% |
| YTD | +9.7% | -27.0% | +36.6% | +17.9% |
| 1Y | +12.3% | -31.0% | +43.3% | +22.8% |
| 3Y | +71.5% | +29.3% | +42.2% | +46.4% |
| All | +69.9% | +48.3% | +21.6% | +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