+1,837.1%
XLK vs LDOS
+515.5%
+1,321.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.5% |
| 7D | -4.3% | +1.9% | -6.2% | -4.9% |
| 30D | -15.0% | +12.8% | -27.8% | -18.7% |
| 3M | -9.2% | -1.0% | -8.2% | -9.6% |
| 6M | -3.5% | +6.2% | -9.7% | -7.0% |
| YTD | +17.7% | -23.2% | +41.0% | +25.8% |
| 1Y | +14.9% | -29.5% | +44.4% | +26.6% |
| 3Y | +91.8% | +37.1% | +54.7% | +60.3% |
| 5Y | +113.1% | +55.6% | +57.4% | +66.1% |
| 10Y | +703.1% | +249.4% | +453.7% | +353.1% |
| All | +1,837.1% | +515.5% | +1,321.6% | +720.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling