+518.3%
XLP vs LDOS
+508.5%
+9.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.6% | +3.2% |
| 7D | +5.9% | -2.8% | +8.7% | +6.5% |
| 30D | +13.5% | +13.6% | -0.1% | +10.3% |
| 3M | +8.4% | +4.2% | +4.2% | +7.1% |
| 6M | +11.5% | -8.2% | +19.8% | +12.9% |
| YTD | +20.6% | -24.1% | +44.7% | +26.4% |
| 1Y | +24.3% | -31.2% | +55.5% | +33.1% |
| 3Y | +45.1% | +35.0% | +10.1% | +30.2% |
| 5Y | +44.6% | +52.6% | -8.0% | +24.4% |
| 10Y | +133.1% | +261.9% | -128.8% | +62.6% |
| All | +518.3% | +508.5% | +9.8% | +263.2% |
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