+191.6%
XOM vs LDOS
+262.7%
-71.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.4% |
| 7D | -8.3% | -5.8% | -2.5% | -6.6% |
| 30D | -2.5% | +11.6% | -14.1% | -6.1% |
| 3M | +8.3% | -1.0% | +9.3% | +8.1% |
| 6M | +15.5% | +5.1% | +10.4% | +12.1% |
| YTD | +39.6% | -24.0% | +63.7% | +50.2% |
| 1Y | +44.6% | -30.3% | +74.9% | +60.5% |
| 3Y | +76.6% | +37.0% | +39.6% | +43.0% |
| 5Y | +195.8% | +53.4% | +142.4% | +123.3% |
| 10Y | +191.6% | +252.0% | -60.3% | +85.6% |
| All | +191.6% | +262.7% | -71.1% | +85.6% |
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 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