+355.7%
XOM vs LDOS
+494.7%
-139.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +1.8% | -5.4% | +7.2% | +3.6% |
| 30D | +5.9% | +4.9% | +1.0% | +4.0% |
| 3M | +5.6% | +7.2% | -1.6% | +2.3% |
| 6M | +7.9% | -24.2% | +32.1% | +17.2% |
| YTD | +35.2% | -25.8% | +61.0% | +46.7% |
| 1Y | +46.0% | -24.7% | +70.7% | +57.1% |
| 3Y | +55.0% | +39.3% | +15.7% | +29.0% |
| 5Y | +246.3% | +43.3% | +203.0% | +181.0% |
| 10Y | +181.0% | +278.6% | -97.6% | +59.7% |
| All | +355.7% | +494.7% | -139.0% | +102.2% |
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