+56.4%
XOP vs LDOS
+509.1%
-452.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -12.7% | -3.7% | -9.0% | -11.3% |
| 30D | -7.6% | +16.4% | -24.0% | -14.5% |
| 3M | +5.8% | +7.4% | -1.6% | +1.2% |
| 6M | -2.7% | -0.3% | -2.4% | -4.6% |
| YTD | +39.7% | -24.0% | +63.7% | +54.0% |
| 1Y | +42.4% | -29.6% | +72.0% | +63.2% |
| 3Y | +26.4% | +35.1% | -8.7% | -2.1% |
| 5Y | +78.9% | +52.9% | +26.0% | +27.3% |
| 10Y | +52.1% | +262.2% | -210.1% | -32.4% |
| All | +56.4% | +509.1% | -452.7% | -52.6% |
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 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