+298.5%
XME vs LDOS
+248.5%
+50.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.7% | +4.2% |
| 7D | -4.5% | -7.2% | +2.7% | -1.8% |
| 30D | -10.9% | +16.8% | -27.7% | -16.5% |
| 3M | -15.3% | -1.6% | -13.7% | -15.4% |
| 6M | -24.6% | -1.0% | -23.6% | -25.5% |
| YTD | -9.6% | -25.8% | +16.1% | -0.4% |
| 1Y | +2.9% | -31.1% | +34.0% | +17.1% |
| 3Y | +86.9% | +32.8% | +54.1% | +51.0% |
| 5Y | +115.2% | +49.4% | +65.8% | +61.0% |
| All | +298.5% | +248.5% | +50.1% | +87.3% |
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 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