+951.0%
XBI vs LDOS
+494.7%
+456.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | +0.9% | -5.4% | +6.3% | +3.0% |
| 30D | +7.1% | +4.9% | +2.2% | +4.9% |
| 3M | +22.9% | +7.2% | +15.7% | +18.5% |
| 6M | +29.7% | -24.2% | +54.0% | +42.7% |
| YTD | +34.5% | -25.8% | +60.3% | +47.6% |
| 1Y | +76.1% | -24.7% | +100.8% | +91.7% |
| 3Y | +103.2% | +39.3% | +63.9% | +66.8% |
| 5Y | +22.8% | +43.3% | -20.5% | -2.5% |
| 10Y | +176.3% | +278.6% | -102.3% | +40.7% |
| All | +951.0% | +494.7% | +456.3% | +317.0% |
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 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