+13.2%
XRT vs LDOS
-31.3%
+44.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +2.3% | -3.7% | +6.0% | +2.9% |
| 30D | +9.8% | +16.4% | -6.6% | +7.2% |
| 3M | -0.2% | +7.4% | -7.6% | -1.4% |
| 6M | +8.4% | -0.3% | +8.7% | +8.1% |
| YTD | +7.5% | -24.0% | +31.5% | +10.3% |
| 1Y | +13.2% | -29.6% | +42.7% | +20.3% |
| All | +13.2% | -31.3% | +44.5% | +20.3% |
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