+199.0%
XOM vs LDOS
+248.5%
-49.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.1% |
| 7D | -11.4% | -7.2% | -4.2% | -9.3% |
| 30D | +1.1% | +16.8% | -15.7% | -4.1% |
| 3M | +7.8% | -1.6% | +9.4% | +7.8% |
| 6M | +13.0% | -1.0% | +14.0% | +12.1% |
| YTD | +40.6% | -25.8% | +66.4% | +52.3% |
| 1Y | +49.1% | -31.1% | +80.1% | +66.0% |
| 3Y | +72.9% | +32.8% | +40.1% | +41.7% |
| 5Y | +204.0% | +49.4% | +154.6% | +131.7% |
| All | +199.0% | +248.5% | -49.5% | +90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling