+212.1%
XHB vs LDOS
+278.0%
-65.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.7% |
| 7D | -1.3% | -5.4% | +4.1% | +0.9% |
| 30D | -6.9% | +4.9% | -11.8% | -9.0% |
| 3M | -1.3% | +7.2% | -8.4% | -4.8% |
| 6M | -6.8% | -24.2% | +17.5% | +3.5% |
| YTD | +0.7% | -25.8% | +26.5% | +11.7% |
| 1Y | -11.2% | -24.7% | +13.5% | -2.5% |
| 3Y | +25.3% | +39.3% | -13.9% | -0.7% |
| 5Y | +37.3% | +43.3% | -6.0% | +4.5% |
| All | +212.1% | +278.0% | -65.9% | +62.1% |
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