+624.7%
XLV vs LDOS
+494.7%
+130.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.2% |
| 7D | +0.2% | -5.4% | +5.6% | +1.7% |
| 30D | +4.4% | +4.9% | -0.4% | +2.8% |
| 3M | +13.2% | +7.2% | +6.0% | +10.3% |
| 6M | +10.1% | -24.2% | +34.4% | +18.3% |
| YTD | +11.7% | -25.8% | +37.5% | +19.9% |
| 1Y | +26.9% | -24.7% | +51.6% | +35.4% |
| 3Y | +35.0% | +39.3% | -4.3% | +16.5% |
| 5Y | +35.9% | +43.3% | -7.5% | +14.2% |
| 10Y | +179.0% | +278.6% | -99.6% | +68.7% |
| All | +624.7% | +494.7% | +130.0% | +256.7% |
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