-2.9%
XLK vs LDOS
-1.7%
-1.2%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.2% |
| 7D | -8.2% | -7.2% | -1.0% | -8.9% |
| 30D | -18.2% | +16.8% | -35.0% | -17.4% |
| 3M | -11.0% | -1.6% | -9.4% | -10.7% |
| 6M | -2.9% | -1.0% | -1.9% | -1.7% |
| All | -2.9% | -1.7% | -1.2% | -1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling