+50.5%
XOM vs LDOS
-26.7%
+77.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.9% |
| 7D | -2.4% | -7.1% | +4.8% | -2.0% |
| 30D | +5.7% | -6.1% | +11.7% | +5.9% |
| 3M | +6.6% | +5.6% | +0.9% | +6.3% |
| 6M | +7.7% | -26.9% | +34.6% | +10.0% |
| YTD | +36.2% | -27.9% | +64.1% | +36.8% |
| 1Y | +50.5% | -26.8% | +77.3% | +56.5% |
| All | +50.5% | -26.7% | +77.2% | +56.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling