+404.3%
XYL vs LDOS
+771.4%
-367.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +10.2% | -3.7% | +13.9% | +11.6% |
| 30D | -4.3% | +16.4% | -20.7% | -9.3% |
| 3M | -17.8% | +7.4% | -25.3% | -20.3% |
| 6M | -13.4% | -0.3% | -13.0% | -14.1% |
| YTD | -25.7% | -24.0% | -1.7% | -19.7% |
| 1Y | -32.7% | -29.6% | -3.1% | -25.3% |
| 3Y | +7.1% | +35.1% | -28.0% | -8.8% |
| 5Y | -18.7% | +52.9% | -71.7% | -35.0% |
| 10Y | +138.7% | +262.2% | -123.5% | +45.6% |
| All | +404.3% | +771.4% | -367.1% | +124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling