+709.4%
XLY vs LDOS
+494.7%
+214.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | -2.0% | -5.4% | +3.4% | -0.2% |
| 30D | -3.1% | +4.9% | -8.0% | -4.9% |
| 3M | -1.8% | +7.2% | -9.0% | -4.8% |
| 6M | -0.9% | -24.2% | +23.4% | +7.7% |
| YTD | -3.4% | -25.8% | +22.4% | +4.9% |
| 1Y | -1.5% | -24.7% | +23.2% | +6.1% |
| 3Y | +38.8% | +39.3% | -0.5% | +16.9% |
| 5Y | +30.5% | +43.3% | -12.8% | +6.6% |
| 10Y | +215.3% | +278.6% | -63.3% | +74.8% |
| All | +709.4% | +494.7% | +214.7% | +249.2% |
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