+34.4%
XLV vs LDOS
+38.1%
-3.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | -3.7% | -4.2% | +0.5% | -3.0% |
| 30D | -1.1% | -7.9% | +6.8% | +0.2% |
| 3M | +8.2% | +4.1% | +4.1% | +7.2% |
| 6M | +8.9% | -28.2% | +37.1% | +15.0% |
| YTD | +8.5% | -28.5% | +37.1% | +14.1% |
| 1Y | +22.3% | -27.7% | +50.0% | +28.1% |
| 3Y | +32.6% | +38.4% | -5.8% | +19.0% |
| 5Y | +34.4% | +38.0% | -3.6% | +21.0% |
| All | +34.4% | +38.1% | -3.7% | +21.0% |
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