+14.6%
XRT vs LDOS
-31.2%
+45.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.3% |
| 7D | +0.9% | -7.2% | +8.1% | +2.1% |
| 30D | +7.9% | +16.8% | -8.9% | +5.4% |
| 3M | -0.2% | -1.6% | +1.4% | 0.0% |
| 6M | +5.6% | -1.0% | +6.5% | +5.5% |
| YTD | +5.7% | -25.8% | +31.4% | +8.9% |
| 1Y | +14.6% | -31.1% | +45.7% | +22.1% |
| All | +14.6% | -31.2% | +45.8% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling