+44.4%
XLU vs LDOS
+39.4%
+5.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -1.2% | -2.1% | +0.9% | -0.9% |
| 30D | -2.5% | -8.0% | +5.5% | -1.3% |
| 3M | -2.7% | +6.8% | -9.6% | -4.1% |
| 6M | -7.5% | -24.5% | +17.0% | -3.3% |
| YTD | +0.9% | -27.8% | +28.7% | +5.8% |
| 1Y | +3.3% | -27.4% | +30.7% | +7.9% |
| 3Y | +47.3% | +39.9% | +7.4% | +25.9% |
| 5Y | +44.4% | +42.1% | +2.3% | +21.7% |
| All | +44.4% | +39.4% | +5.0% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling