+1.4%
XHB vs LDOS
-30.4%
+31.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +3.2% |
| 7D | +1.3% | -5.8% | +7.1% | +2.2% |
| 30D | +11.8% | +11.6% | +0.2% | +10.3% |
| 3M | -3.8% | -1.0% | -2.8% | -3.7% |
| 6M | +4.1% | +5.1% | -1.0% | +3.3% |
| YTD | +4.0% | -24.0% | +28.0% | +6.1% |
| All | +1.4% | -30.4% | +31.8% | +8.0% |
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