-68.9%
XYZ vs LDOS
+43.9%
-112.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | -1.0% | -5.4% | +4.4% | +1.0% |
| 30D | -1.7% | +4.9% | -6.6% | -4.0% |
| 3M | +16.7% | +7.2% | +9.6% | +12.5% |
| 6M | +26.9% | -24.2% | +51.1% | +41.3% |
| YTD | +27.1% | -25.8% | +53.0% | +42.3% |
| 1Y | +9.3% | -24.7% | +34.0% | +21.3% |
| 3Y | +42.3% | +39.3% | +3.0% | +11.6% |
| All | -68.9% | +43.9% | -112.8% | -76.8% |
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