+44.8%
XLP vs LDOS
+35.2%
+9.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.6% | +3.3% |
| 7D | +5.9% | -2.8% | +8.7% | +6.1% |
| 30D | +13.5% | +13.6% | -0.1% | +12.3% |
| 3M | +8.4% | +4.2% | +4.2% | +7.9% |
| 6M | +11.5% | -8.2% | +19.8% | +11.6% |
| YTD | +20.6% | -24.1% | +44.7% | +21.7% |
| 1Y | +24.3% | -31.2% | +55.5% | +26.6% |
| All | +44.8% | +35.2% | +9.6% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling