+494.4%
XRT vs LDOS
+508.5%
-14.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.3% |
| 7D | +8.0% | -2.8% | +10.9% | +9.1% |
| 30D | +13.0% | +13.6% | -0.6% | +7.8% |
| 3M | +1.7% | +4.2% | -2.5% | -0.3% |
| 6M | +12.6% | -8.2% | +20.8% | +14.7% |
| YTD | +10.7% | -24.1% | +34.7% | +19.7% |
| 1Y | +18.4% | -31.2% | +49.6% | +32.8% |
| 3Y | +56.4% | +35.0% | +21.4% | +31.8% |
| 5Y | +0.7% | +52.6% | -52.0% | -20.7% |
| 10Y | +164.6% | +261.9% | -97.3% | +45.3% |
| All | +494.4% | +508.5% | -14.0% | +143.2% |
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