+29.1%
XLY vs LDOS
+39.3%
-10.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.2% |
| 7D | -0.5% | -7.1% | +6.6% | +0.9% |
| 30D | -4.9% | -6.1% | +1.2% | -3.8% |
| 3M | -1.0% | +5.6% | -6.6% | -2.5% |
| 6M | 0.0% | -26.9% | +26.9% | +6.7% |
| YTD | -4.2% | -27.9% | +23.8% | +2.0% |
| 1Y | -2.7% | -26.8% | +24.1% | +3.0% |
| 3Y | +38.4% | +39.6% | -1.1% | +20.8% |
| All | +29.1% | +39.3% | -10.2% | +11.5% |
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