-4.1%
XLY vs LDOS
-28.1%
+24.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | -1.7% | -3.1% | +1.5% | -1.5% |
| 30D | -4.2% | -8.2% | +4.0% | -3.5% |
| 3M | -2.7% | +5.9% | -8.6% | -3.1% |
| 6M | -0.6% | -25.2% | +24.6% | +2.0% |
| YTD | -5.0% | -28.1% | +23.1% | -2.5% |
| 1Y | -4.1% | -29.7% | +25.6% | -1.4% |
| All | -4.1% | -28.1% | +24.0% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling