+109.3%
XME vs LDOS
+49.1%
+60.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.7% | +4.0% |
| 7D | -4.5% | -7.2% | +2.7% | -2.6% |
| 30D | -10.9% | +16.8% | -27.7% | -14.9% |
| 3M | -15.3% | -1.6% | -13.7% | -15.3% |
| 6M | -24.6% | -1.0% | -23.6% | -25.0% |
| YTD | -9.6% | -25.8% | +16.1% | -2.4% |
| 1Y | +2.9% | -31.1% | +34.0% | +13.9% |
| 3Y | +86.9% | +32.8% | +54.1% | +54.4% |
| All | +109.3% | +49.1% | +60.1% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling