+782.1%
XLK vs LDOS
+260.1%
+522.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.3% |
| 7D | +2.3% | -7.1% | +9.4% | +4.8% |
| 30D | -0.1% | -6.1% | +6.0% | +1.9% |
| 3M | +2.1% | +5.6% | -3.5% | -0.5% |
| 6M | +37.2% | -26.9% | +64.1% | +51.5% |
| YTD | +30.8% | -27.9% | +58.7% | +43.9% |
| 1Y | +42.6% | -26.8% | +69.4% | +55.5% |
| 3Y | +121.8% | +39.6% | +82.2% | +80.3% |
| 5Y | +145.7% | +39.4% | +106.3% | +95.1% |
| 10Y | +782.1% | +260.0% | +522.1% | +421.5% |
| All | +782.1% | +260.1% | +522.0% | +421.5% |
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 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