+53.4%
XLV vs LDOS
+54.3%
-0.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +2.6% | +1.9% | +0.8% | +2.3% |
| 30D | +10.6% | +12.8% | -2.2% | +8.3% |
| 3M | +12.6% | -1.0% | +13.6% | +12.6% |
| 6M | +32.7% | +6.2% | +26.5% | +30.8% |
| YTD | +23.5% | -23.2% | +46.7% | +28.2% |
| 1Y | +30.4% | -29.5% | +59.9% | +37.7% |
| 3Y | +57.3% | +37.1% | +20.2% | +41.1% |
| 5Y | +53.4% | +55.6% | -2.2% | +36.3% |
| All | +53.4% | +54.3% | -0.8% | +36.3% |
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 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