+175.4%
XME vs LDOS
+43.9%
+131.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -0.1% | -5.4% | +5.3% | +1.5% |
| 30D | +6.0% | +4.9% | +1.1% | +4.3% |
| 3M | -7.7% | +7.2% | -14.9% | -10.1% |
| 6M | +1.0% | -24.2% | +25.2% | +9.4% |
| YTD | +14.6% | -25.8% | +40.4% | +24.2% |
| 1Y | +46.0% | -24.7% | +70.7% | +57.0% |
| 3Y | +127.0% | +39.3% | +87.7% | +85.1% |
| All | +175.4% | +43.9% | +131.5% | +119.4% |
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 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