+149.4%
XBI vs LDOS
+262.7%
-113.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.3% |
| 7D | +3.2% | -5.8% | +9.0% | +5.2% |
| 30D | +2.0% | +11.6% | -9.5% | -2.1% |
| 3M | -0.3% | -1.0% | +0.7% | -0.5% |
| 6M | +16.6% | +5.1% | +11.5% | +13.0% |
| YTD | +28.8% | -24.0% | +52.9% | +39.4% |
| 1Y | +44.6% | -30.3% | +74.9% | +61.9% |
| 3Y | +137.1% | +37.0% | +100.2% | +93.6% |
| 5Y | +22.8% | +53.4% | -30.6% | -6.8% |
| 10Y | +149.4% | +252.0% | -102.5% | +9.0% |
| All | +149.4% | +262.7% | -113.2% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling