+160.6%
XME vs LDOS
+495.0%
-334.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.7% | +4.4% |
| 7D | -4.5% | -7.2% | +2.7% | -1.2% |
| 30D | -10.9% | +16.8% | -27.7% | -17.7% |
| 3M | -15.3% | -1.6% | -13.7% | -15.5% |
| 6M | -24.6% | -1.0% | -23.6% | -25.8% |
| YTD | -9.6% | -25.8% | +16.1% | +0.8% |
| 1Y | +2.9% | -31.1% | +34.0% | +19.1% |
| 3Y | +86.9% | +32.8% | +54.1% | +48.3% |
| 5Y | +115.2% | +49.4% | +65.8% | +56.8% |
| 10Y | +305.7% | +253.9% | +51.9% | +74.3% |
| All | +160.6% | +495.0% | -334.4% | -26.5% |
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