+5.6%
XYL vs LDOS
+32.3%
-26.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.7% |
| 7D | +5.9% | -7.2% | +13.1% | +7.6% |
| 30D | -3.9% | +16.8% | -20.8% | -7.2% |
| 3M | -18.7% | -1.6% | -17.1% | -18.5% |
| 6M | -16.9% | -1.0% | -15.9% | -17.0% |
| YTD | -27.4% | -25.8% | -1.6% | -22.5% |
| 1Y | -34.0% | -31.1% | -2.9% | -28.1% |
| 3Y | +5.6% | +32.8% | -27.2% | -9.1% |
| All | +5.6% | +32.3% | -26.7% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling