-31.5%
XYL vs LDOS
-27.6%
-3.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.9% |
| 7D | +14.5% | -2.8% | +17.3% | +15.0% |
| 30D | -1.3% | +13.6% | -14.9% | -3.1% |
| 3M | -17.0% | +4.2% | -21.2% | -17.5% |
| 6M | -11.3% | -8.2% | -3.1% | -10.9% |
| YTD | -25.0% | -24.1% | -0.9% | -22.6% |
| 1Y | -31.5% | -31.2% | -0.3% | -28.1% |
| All | -31.5% | -27.6% | -3.9% | -28.1% |
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