+395.6%
XME vs LDOS
+278.0%
+117.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -0.1% | -5.4% | +5.3% | +2.1% |
| 30D | +6.0% | +4.9% | +1.1% | +3.6% |
| 3M | -7.7% | +7.2% | -14.9% | -11.1% |
| 6M | +1.0% | -24.2% | +25.2% | +12.0% |
| YTD | +14.6% | -25.8% | +40.4% | +27.3% |
| 1Y | +46.0% | -24.7% | +70.7% | +60.5% |
| 3Y | +127.0% | +39.3% | +87.7% | +79.6% |
| 5Y | +175.8% | +43.3% | +132.5% | +111.3% |
| All | +395.6% | +278.0% | +117.6% | +113.8% |
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