+52.7%
XOP vs LDOS
+278.0%
-225.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.1% |
| 7D | +2.6% | -5.4% | +8.0% | +5.1% |
| 30D | +15.4% | +4.9% | +10.6% | +12.7% |
| 3M | +12.1% | +7.2% | +4.9% | +7.3% |
| 6M | +19.7% | -24.2% | +43.9% | +34.6% |
| YTD | +52.4% | -25.8% | +78.2% | +70.8% |
| 1Y | +47.6% | -24.7% | +72.3% | +63.6% |
| 3Y | +34.4% | +39.3% | -4.9% | +0.5% |
| 5Y | +154.4% | +43.3% | +111.1% | +83.9% |
| All | +52.7% | +278.0% | -225.3% | -25.5% |
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 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