-22.6%
XYL vs LDOS
+48.3%
-70.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -3.7% | -1.6% | -2.1% | -3.3% |
| 30D | -8.3% | +8.2% | -16.6% | -10.3% |
| 3M | -21.4% | -8.2% | -13.3% | -19.7% |
| 6M | -12.9% | +5.8% | -18.8% | -14.9% |
| YTD | -30.1% | -27.0% | -3.1% | -24.2% |
| 1Y | -35.2% | -31.0% | -4.2% | -28.4% |
| 3Y | -0.8% | +29.3% | -30.1% | -14.9% |
| All | -22.6% | +48.3% | -70.9% | -36.9% |
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 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