+876.6%
XBI vs LDOS
+495.0%
+381.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.4% |
| 7D | -2.4% | -7.2% | +4.8% | +0.2% |
| 30D | +1.3% | +16.8% | -15.5% | -4.8% |
| 3M | -1.5% | -1.6% | +0.1% | -1.5% |
| 6M | +10.7% | -1.0% | +11.6% | +9.3% |
| YTD | +25.0% | -25.8% | +50.7% | +36.4% |
| 1Y | +39.9% | -31.1% | +71.0% | +57.3% |
| 3Y | +119.2% | +32.8% | +86.4% | +83.0% |
| 5Y | +16.6% | +49.4% | -32.7% | -9.2% |
| 10Y | +181.3% | +253.9% | -72.6% | +47.0% |
| All | +876.6% | +495.0% | +381.6% | +285.4% |
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