-33.4%
XYL vs LDOS
-30.4%
-3.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.9% | +1.1% |
| 7D | +2.1% | -5.8% | +7.9% | +3.0% |
| 30D | -3.4% | +11.6% | -14.9% | -4.8% |
| 3M | -17.2% | -1.0% | -16.2% | -17.1% |
| 6M | -12.0% | +5.1% | -17.1% | -13.0% |
| YTD | -26.3% | -24.0% | -2.3% | -24.0% |
| All | -33.4% | -30.4% | -3.0% | -29.9% |
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 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