+750.4%
XLY vs LDOS
+488.0%
+262.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | +0.2% |
| 7D | +2.4% | -3.5% | +5.9% | +3.6% |
| 30D | +7.2% | +9.5% | -2.3% | +3.8% |
| 3M | +2.4% | -6.3% | +8.7% | +4.1% |
| 6M | +2.3% | +2.8% | -0.5% | +0.1% |
| YTD | +1.5% | -26.6% | +28.2% | +10.2% |
| 1Y | +2.1% | -31.3% | +33.4% | +13.4% |
| 3Y | +53.0% | +30.9% | +22.1% | +31.5% |
| 5Y | +23.3% | +49.4% | -26.1% | -1.1% |
| 10Y | +234.8% | +229.4% | +5.3% | +94.8% |
| All | +750.4% | +488.0% | +262.4% | +266.9% |
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