+570.5%
XYZ vs LDOS
+297.6%
+272.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.7% | +14.6% | +14.9% |
| 7D | +16.5% | -2.8% | +19.3% | +18.2% |
| 30D | +15.0% | +13.6% | +1.4% | +7.1% |
| 3M | +3.5% | +4.2% | -0.7% | +0.1% |
| 6M | +21.9% | -8.2% | +30.1% | +25.0% |
| YTD | +34.6% | -24.1% | +58.7% | +52.2% |
| 1Y | +20.7% | -31.2% | +52.0% | +44.2% |
| 3Y | +80.0% | +35.0% | +45.0% | +37.2% |
| 5Y | -64.6% | +52.6% | -117.2% | -75.5% |
| 10Y | +619.5% | +261.9% | +357.6% | +224.8% |
| All | +570.5% | +297.6% | +272.9% | +170.4% |
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