+699.4%
XLK vs LDOS
+262.7%
+436.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.0% |
| 7D | -1.9% | -5.8% | +3.9% | -0.2% |
| 30D | -14.0% | +11.6% | -25.6% | -17.3% |
| 3M | -9.0% | -1.0% | -8.0% | -9.3% |
| 6M | -2.4% | +5.1% | -7.5% | -5.3% |
| YTD | +19.1% | -24.0% | +43.2% | +28.2% |
| 1Y | +19.2% | -30.3% | +49.5% | +32.5% |
| 3Y | +99.1% | +37.0% | +62.1% | +62.9% |
| 5Y | +112.0% | +53.4% | +58.6% | +61.0% |
| 10Y | +699.4% | +252.0% | +447.5% | +377.3% |
| All | +699.4% | +262.7% | +436.8% | +377.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling