+212.4%
XLY vs LDOS
+267.6%
-55.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -3.9% | -2.1% | -1.7% | -3.2% |
| 30D | -6.1% | -8.0% | +1.9% | -3.8% |
| 3M | -1.2% | +6.8% | -8.0% | -3.8% |
| 6M | -1.8% | -24.5% | +22.7% | +6.5% |
| YTD | -5.9% | -27.8% | +21.9% | +2.7% |
| 1Y | -3.1% | -27.4% | +24.3% | +5.3% |
| 3Y | +36.0% | +39.9% | -3.9% | +13.4% |
| 5Y | +27.6% | +42.1% | -14.5% | +3.7% |
| All | +212.4% | +267.6% | -55.2% | +97.6% |
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