+285.4%
XME vs LDOS
+262.7%
+22.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.2% | +4.6% |
| 7D | +0.9% | -5.8% | +6.8% | +3.2% |
| 30D | -7.3% | +11.6% | -18.9% | -11.5% |
| 3M | -14.8% | -1.0% | -13.8% | -15.1% |
| 6M | -18.4% | +5.1% | -23.4% | -21.2% |
| YTD | -4.7% | -24.0% | +19.4% | +4.1% |
| 1Y | +5.7% | -30.3% | +36.0% | +19.8% |
| 3Y | +104.0% | +37.0% | +67.0% | +63.0% |
| 5Y | +122.4% | +53.4% | +69.1% | +65.1% |
| 10Y | +285.4% | +252.0% | +33.4% | +106.1% |
| All | +285.4% | +262.7% | +22.7% | +106.1% |
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