+5.1%
XHB vs LDOS
-27.6%
+32.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.3% |
| 7D | +9.7% | -2.8% | +12.6% | +10.2% |
| 30D | +11.7% | +13.6% | -1.9% | +9.9% |
| 3M | -1.4% | +4.2% | -5.6% | -1.9% |
| 6M | +6.8% | -8.2% | +15.0% | +7.4% |
| YTD | +5.5% | -24.1% | +29.6% | +7.8% |
| 1Y | +5.1% | -31.2% | +36.4% | +14.0% |
| All | +5.1% | -27.6% | +32.8% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling