+98.7%
XME vs LDOS
+37.8%
+60.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -0.2% | +1.9% | -2.0% | -0.5% |
| 30D | -9.2% | +12.8% | -22.0% | -11.2% |
| 3M | -17.8% | -1.0% | -16.7% | -17.8% |
| 6M | -20.0% | +6.2% | -26.2% | -21.3% |
| YTD | -6.6% | -23.2% | +16.6% | -1.9% |
| 1Y | +1.8% | -29.5% | +31.2% | +8.8% |
| 3Y | +98.7% | +37.1% | +61.7% | +84.4% |
| All | +98.7% | +37.8% | +60.9% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling