+101.4%
XLP vs LDOS
+278.0%
-176.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -1.0% | -5.4% | +4.4% | +0.2% |
| 30D | -0.9% | +4.9% | -5.8% | -2.1% |
| 3M | +3.8% | +7.2% | -3.4% | +1.8% |
| 6M | -1.7% | -24.2% | +22.5% | +4.0% |
| YTD | +10.3% | -25.8% | +36.1% | +16.5% |
| 1Y | +7.8% | -24.7% | +32.5% | +13.2% |
| 3Y | +27.2% | +39.3% | -12.1% | +10.5% |
| 5Y | +32.5% | +43.3% | -10.8% | +12.5% |
| All | +101.4% | +278.0% | -176.7% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling