+259.3%
XHB vs LDOS
+262.7%
-3.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +2.7% |
| 7D | +1.3% | -5.8% | +7.1% | +3.8% |
| 30D | +11.8% | +11.6% | +0.2% | +6.9% |
| 3M | -3.8% | -1.0% | -2.8% | -3.9% |
| 6M | +4.1% | +5.1% | -1.0% | +0.8% |
| YTD | +4.0% | -24.0% | +28.0% | +13.8% |
| 1Y | +1.6% | -30.3% | +31.8% | +15.5% |
| 3Y | +43.2% | +37.0% | +6.2% | +14.2% |
| 5Y | +35.8% | +53.4% | -17.5% | -0.3% |
| 10Y | +259.3% | +252.0% | +7.3% | +98.9% |
| All | +259.3% | +262.7% | -3.4% | +98.9% |
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