+144.0%
XLK vs LDOS
+43.9%
+100.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +0.9% | -5.4% | +6.3% | +1.8% |
| 30D | +0.7% | +4.9% | -4.2% | -0.2% |
| 3M | -2.9% | +7.2% | -10.1% | -4.3% |
| 6M | +34.3% | -24.2% | +58.5% | +42.0% |
| YTD | +30.4% | -25.8% | +56.2% | +37.9% |
| 1Y | +43.4% | -24.7% | +68.1% | +50.8% |
| 3Y | +116.8% | +39.3% | +77.6% | +91.2% |
| All | +144.0% | +43.9% | +100.1% | +111.4% |
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