+268.7%
XHB vs LDOS
+494.7%
-226.1%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.7% |
| 7D | -1.3% | -5.4% | +4.1% | +1.0% |
| 30D | -6.9% | +4.9% | -11.8% | -9.1% |
| 3M | -1.3% | +7.2% | -8.4% | -5.1% |
| 6M | -6.8% | -24.2% | +17.5% | +3.7% |
| YTD | +0.7% | -25.8% | +26.5% | +11.9% |
| 1Y | -11.2% | -24.7% | +13.5% | -2.3% |
| 3Y | +25.3% | +39.3% | -13.9% | +0.7% |
| 5Y | +37.3% | +43.3% | -6.0% | +6.3% |
| 10Y | +211.5% | +278.6% | -67.1% | +50.1% |
| All | +268.7% | +494.7% | -226.1% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling