+589.4%
XLI vs LDOS
+495.0%
+94.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.0% |
| 7D | -2.8% | -7.2% | +4.4% | -0.2% |
| 30D | -3.1% | +16.8% | -19.9% | -8.9% |
| 3M | -11.7% | -1.6% | -10.1% | -11.8% |
| 6M | -7.6% | -1.0% | -6.6% | -8.6% |
| YTD | +5.7% | -25.8% | +31.5% | +15.4% |
| 1Y | +7.8% | -31.1% | +38.9% | +21.2% |
| 3Y | +67.4% | +32.8% | +34.6% | +40.0% |
| 5Y | +64.8% | +49.4% | +15.4% | +28.8% |
| 10Y | +241.2% | +253.9% | -12.7% | +85.9% |
| All | +589.4% | +495.0% | +94.3% | +179.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling