+44.0%
XOP vs LDOS
+254.8%
-210.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -8.4% | +1.9% | -10.2% | -9.1% |
| 30D | -8.4% | +12.8% | -21.1% | -13.4% |
| 3M | +0.2% | -1.0% | +1.2% | -0.1% |
| 6M | +7.2% | +6.2% | +1.0% | +2.4% |
| YTD | +40.8% | -23.2% | +64.0% | +54.5% |
| 1Y | +36.3% | -29.5% | +65.8% | +56.1% |
| 3Y | +37.2% | +37.1% | +0.1% | +3.5% |
| 5Y | +86.6% | +55.6% | +31.0% | +28.0% |
| 10Y | +44.0% | +249.4% | -205.4% | -21.6% |
| All | +44.0% | +254.8% | -210.8% | -21.6% |
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