+152.2%
XME vs LDOS
+509.1%
-356.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | -10.5% | -3.7% | -6.8% | -9.1% |
| 30D | -16.5% | +16.4% | -32.8% | -22.6% |
| 3M | -19.2% | +7.4% | -26.6% | -22.8% |
| 6M | -23.8% | -0.3% | -23.5% | -25.3% |
| YTD | -12.6% | -24.0% | +11.5% | -3.5% |
| 1Y | -0.1% | -29.6% | +29.4% | +14.5% |
| 3Y | +79.3% | +35.1% | +44.1% | +41.2% |
| 5Y | +108.2% | +52.9% | +55.3% | +50.2% |
| 10Y | +292.6% | +262.2% | +30.4% | +66.9% |
| All | +152.2% | +509.1% | -356.9% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling