+145.1%
XRT vs LDOS
+254.8%
-109.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +4.1% | +1.9% | +2.2% | +3.5% |
| 30D | +9.9% | +12.8% | -2.9% | +5.4% |
| 3M | +2.3% | -1.0% | +3.3% | +2.3% |
| 6M | +9.6% | +6.2% | +3.4% | +6.3% |
| YTD | +9.1% | -23.2% | +32.4% | +17.6% |
| 1Y | +16.2% | -29.5% | +45.7% | +29.2% |
| 3Y | +60.1% | +37.1% | +23.0% | +32.2% |
| 5Y | -0.5% | +55.6% | -56.1% | -23.8% |
| 10Y | +145.1% | +249.4% | -104.3% | +48.4% |
| All | +145.1% | +254.8% | -109.7% | +48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling