+24.0%
XLY vs LDOS
+54.3%
-30.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +3.2% | +1.9% | +1.3% | +2.8% |
| 30D | +7.3% | +12.8% | -5.5% | +4.6% |
| 3M | +1.4% | -1.0% | +2.4% | +1.4% |
| 6M | +1.1% | +6.2% | -5.1% | -0.5% |
| YTD | +2.0% | -23.2% | +25.2% | +7.1% |
| 1Y | +2.1% | -29.5% | +31.6% | +9.6% |
| 3Y | +53.8% | +37.1% | +16.7% | +34.8% |
| 5Y | +24.0% | +55.6% | -31.7% | +5.1% |
| All | +24.0% | +54.3% | -30.3% | +5.1% |
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