+103.5%
XLK vs LDOS
+49.1%
+54.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.8% |
| 7D | -8.2% | -7.2% | -1.0% | -7.2% |
| 30D | -18.2% | +16.8% | -35.0% | -20.5% |
| 3M | -11.0% | -1.6% | -9.4% | -11.0% |
| 6M | -2.9% | -1.0% | -1.9% | -3.0% |
| YTD | +14.8% | -25.8% | +40.6% | +21.3% |
| 1Y | +14.5% | -31.1% | +45.6% | +23.2% |
| 3Y | +94.2% | +32.8% | +61.4% | +71.9% |
| All | +103.5% | +49.1% | +54.4% | +76.6% |
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 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