+432.8%
XYL vs LDOS
+750.9%
-318.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.6% | -2.2% |
| 7D | -5.0% | -5.4% | +0.4% | -3.2% |
| 30D | -13.2% | +4.9% | -18.1% | -14.8% |
| 3M | -3.7% | +7.2% | -10.9% | -6.6% |
| 6M | -17.7% | -24.2% | +6.6% | -10.1% |
| YTD | -21.5% | -25.8% | +4.3% | -14.3% |
| 1Y | -24.5% | -24.7% | +0.2% | -18.1% |
| 3Y | +6.9% | +39.3% | -32.3% | -9.8% |
| 5Y | -18.1% | +43.3% | -61.4% | -32.8% |
| 10Y | +134.7% | +278.6% | -143.9% | +42.3% |
| All | +432.8% | +750.9% | -318.2% | +140.3% |
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