+392.7%
XLU vs LDOS
+495.0%
-102.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | -0.7% | -7.2% | +6.5% | +1.1% |
| 30D | +4.8% | +16.8% | -12.0% | +0.6% |
| 3M | +0.2% | -1.6% | +1.7% | +0.2% |
| 6M | -4.3% | -1.0% | -3.4% | -5.0% |
| YTD | +3.1% | -25.8% | +28.9% | +9.4% |
| 1Y | +0.3% | -31.1% | +31.4% | +8.4% |
| 3Y | +52.9% | +32.8% | +20.1% | +34.8% |
| 5Y | +49.1% | +49.4% | -0.3% | +25.5% |
| 10Y | +146.6% | +253.9% | -107.3% | +65.9% |
| All | +392.7% | +495.0% | -102.4% | +174.8% |
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