-22.1%
XYL vs LDOS
+54.3%
-76.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.7% |
| 7D | +0.6% | +1.9% | -1.3% | +0.1% |
| 30D | -5.7% | +12.8% | -18.5% | -8.8% |
| 3M | -19.8% | -1.0% | -18.8% | -19.8% |
| 6M | -14.2% | +6.2% | -20.4% | -16.2% |
| YTD | -28.1% | -23.2% | -4.9% | -23.2% |
| 1Y | -35.0% | -29.5% | -5.5% | -28.6% |
| 3Y | +2.1% | +37.1% | -35.0% | -13.9% |
| 5Y | -22.1% | +55.6% | -77.7% | -37.5% |
| All | -22.1% | +54.3% | -76.4% | -37.5% |
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