-21.8%
XYL vs LDOS
+49.1%
-70.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.6% |
| 7D | +5.9% | -7.2% | +13.1% | +8.1% |
| 30D | -3.9% | +16.8% | -20.8% | -8.0% |
| 3M | -18.7% | -1.6% | -17.1% | -18.5% |
| 6M | -16.9% | -1.0% | -15.9% | -17.1% |
| YTD | -27.4% | -25.8% | -1.6% | -21.6% |
| 1Y | -34.0% | -31.1% | -2.9% | -27.1% |
| 3Y | +5.6% | +32.8% | -27.2% | -10.2% |
| All | -21.8% | +49.1% | -70.9% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling