+77.0%
XYZ vs LDOS
+35.2%
+41.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.7% | +14.6% | +15.1% |
| 7D | +16.5% | -2.8% | +19.3% | +17.4% |
| 30D | +15.0% | +13.6% | +1.4% | +10.8% |
| 3M | +3.5% | +4.2% | -0.7% | +1.9% |
| 6M | +21.9% | -8.2% | +30.1% | +24.7% |
| YTD | +34.6% | -24.1% | +58.7% | +46.5% |
| 1Y | +20.7% | -31.2% | +52.0% | +35.4% |
| All | +77.0% | +35.2% | +41.7% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling