+120.8%
XYL vs LDOS
+262.7%
-141.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.9% | +0.6% |
| 7D | +2.1% | -5.8% | +7.9% | +4.4% |
| 30D | -3.4% | +11.6% | -14.9% | -7.5% |
| 3M | -17.2% | -1.0% | -16.2% | -17.2% |
| 6M | -12.0% | +5.1% | -17.1% | -14.7% |
| YTD | -26.3% | -24.0% | -2.3% | -19.4% |
| 1Y | -33.5% | -30.3% | -3.2% | -24.6% |
| 3Y | +6.4% | +37.0% | -30.5% | -13.9% |
| 5Y | -20.9% | +53.4% | -74.3% | -40.7% |
| 10Y | +120.8% | +252.0% | -131.1% | +12.9% |
| All | +120.8% | +262.7% | -141.8% | +12.9% |
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