+79.6%
XOM vs LDOS
+30.5%
+49.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +2.8% | -1.6% | +4.5% | +3.0% |
| 30D | -3.6% | +8.2% | -11.9% | -4.3% |
| 3M | +8.2% | -8.2% | +16.4% | +8.9% |
| 6M | +14.0% | +5.8% | +8.2% | +13.1% |
| YTD | +44.6% | -27.0% | +71.6% | +48.5% |
| 1Y | +47.8% | -31.0% | +78.8% | +52.9% |
| 3Y | +79.6% | +29.3% | +50.3% | +67.8% |
| All | +79.6% | +30.5% | +49.1% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling