+233.4%
XHB vs LDOS
+226.9%
+6.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.9% |
| 7D | -0.2% | -1.6% | +1.4% | +0.4% |
| 30D | +9.9% | +8.2% | +1.7% | +6.4% |
| 3M | -6.3% | -8.2% | +1.9% | -3.4% |
| 6M | +3.8% | +5.8% | -2.0% | +0.2% |
| YTD | +0.1% | -27.0% | +27.1% | +11.4% |
| 1Y | -0.8% | -31.0% | +30.2% | +13.1% |
| 3Y | +35.6% | +29.3% | +6.3% | +10.9% |
| 5Y | +29.6% | +48.7% | -19.2% | -3.8% |
| All | +233.4% | +226.9% | +6.5% | +90.5% |
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