+701.4%
XLV vs LDOS
+485.4%
+216.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | +2.2% | -1.6% | +3.8% | +2.7% |
| 30D | +8.6% | +8.2% | +0.3% | +6.0% |
| 3M | +12.6% | -8.2% | +20.8% | +14.9% |
| 6M | +29.8% | +5.8% | +23.9% | +26.5% |
| YTD | +23.5% | -27.0% | +50.5% | +32.8% |
| 1Y | +25.7% | -31.0% | +56.7% | +37.4% |
| 3Y | +56.3% | +29.3% | +27.0% | +37.9% |
| 5Y | +53.1% | +48.7% | +4.4% | +26.9% |
| 10Y | +216.7% | +228.0% | -11.3% | +99.6% |
| All | +701.4% | +485.4% | +216.0% | +295.0% |
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 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