-64.6%
XYZ vs LDOS
+52.0%
-116.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | +9.2% | -3.7% | +12.9% | +10.7% |
| 30D | +9.8% | +16.4% | -6.6% | +3.3% |
| 3M | -0.2% | +7.4% | -7.6% | -3.7% |
| 6M | +18.0% | -0.3% | +18.3% | +16.9% |
| YTD | +29.1% | -24.0% | +53.1% | +43.3% |
| 1Y | +14.1% | -29.6% | +43.7% | +31.0% |
| 3Y | +72.6% | +35.1% | +37.5% | +35.0% |
| 5Y | -64.6% | +52.9% | -117.5% | -75.2% |
| All | -64.6% | +52.0% | -116.6% | -75.2% |
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