+6.1%
XLU vs LDOS
-27.4%
+33.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | +0.6% | -4.2% | +4.8% | +0.7% |
| 30D | -0.4% | -7.9% | +7.4% | -0.3% |
| 3M | -1.7% | +4.1% | -5.8% | -2.0% |
| 6M | -7.1% | -28.2% | +21.1% | -7.2% |
| YTD | +1.9% | -28.5% | +30.5% | +1.5% |
| 1Y | +6.1% | -27.7% | +33.8% | +4.5% |
| All | +6.1% | -27.4% | +33.5% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling