+34.3%
XHB vs LDOS
+54.3%
-20.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.9% |
| 7D | +1.2% | +1.9% | -0.7% | +0.7% |
| 30D | +8.9% | +12.8% | -3.9% | +5.4% |
| 3M | -4.2% | -1.0% | -3.1% | -4.1% |
| 6M | +1.4% | +6.2% | -4.8% | -0.8% |
| YTD | +1.2% | -23.2% | +24.4% | +7.8% |
| 1Y | -1.3% | -29.5% | +28.2% | +8.1% |
| 3Y | +36.6% | +37.1% | -0.5% | +14.6% |
| 5Y | +34.3% | +55.6% | -21.3% | +7.3% |
| All | +34.3% | +54.3% | -20.0% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling