+399.5%
XLU vs LDOS
+515.5%
-116.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +0.7% | +1.9% | -1.2% | +0.2% |
| 30D | +5.6% | +12.8% | -7.2% | +2.4% |
| 3M | +2.1% | -1.0% | +3.2% | +2.0% |
| 6M | -0.9% | +6.2% | -7.1% | -3.3% |
| YTD | +4.6% | -23.2% | +27.8% | +10.0% |
| 1Y | +0.3% | -29.5% | +29.8% | +7.9% |
| 3Y | +58.6% | +37.1% | +21.5% | +38.7% |
| 5Y | +51.5% | +55.6% | -4.1% | +26.2% |
| 10Y | +159.4% | +249.4% | -90.1% | +75.0% |
| All | +399.5% | +515.5% | -116.0% | +176.3% |
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