+169.9%
XLV vs LDOS
+267.6%
-97.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -4.4% | -2.1% | -2.3% | -3.8% |
| 30D | -1.4% | -8.0% | +6.7% | +0.8% |
| 3M | +8.9% | +6.8% | +2.0% | +6.3% |
| 6M | +9.1% | -24.5% | +33.5% | +17.2% |
| YTD | +7.9% | -27.8% | +35.7% | +16.5% |
| 1Y | +22.7% | -27.4% | +50.2% | +32.1% |
| 3Y | +31.9% | +39.9% | -8.0% | +12.1% |
| 5Y | +34.9% | +42.1% | -7.2% | +11.9% |
| All | +169.9% | +267.6% | -97.8% | +76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling