+250.7%
XHB vs LDOS
+248.5%
+2.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.6% |
| 7D | +1.3% | -7.2% | +8.5% | +4.4% |
| 30D | +7.8% | +16.8% | -9.0% | +1.1% |
| 3M | -5.5% | -1.6% | -3.9% | -5.3% |
| 6M | -2.6% | -1.0% | -1.6% | -3.3% |
| YTD | +0.4% | -25.8% | +26.1% | +10.9% |
| 1Y | -1.0% | -31.1% | +30.1% | +13.1% |
| 3Y | +37.3% | +32.8% | +4.5% | +10.9% |
| 5Y | +33.7% | +49.4% | -15.7% | -0.8% |
| All | +250.7% | +248.5% | +2.3% | +88.4% |
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 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