+121.8%
XLK vs LDOS
+39.7%
+82.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.7% |
| 7D | +2.3% | -7.1% | +9.4% | +3.3% |
| 30D | -0.1% | -6.1% | +6.0% | +0.7% |
| 3M | +2.1% | +5.6% | -3.5% | +1.4% |
| 6M | +37.2% | -26.9% | +64.1% | +44.9% |
| YTD | +30.8% | -27.9% | +58.7% | +37.9% |
| 1Y | +42.6% | -26.8% | +69.4% | +49.6% |
| 3Y | +121.8% | +39.6% | +82.2% | +106.6% |
| All | +121.8% | +39.7% | +82.1% | +106.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling