+70.6%
XOP vs LDOS
+494.7%
-424.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.1% |
| 7D | +2.6% | -5.4% | +8.0% | +5.3% |
| 30D | +15.4% | +4.9% | +10.6% | +12.5% |
| 3M | +12.1% | +7.2% | +4.9% | +6.8% |
| 6M | +19.7% | -24.2% | +43.9% | +34.9% |
| YTD | +52.4% | -25.8% | +78.2% | +71.2% |
| 1Y | +47.6% | -24.7% | +72.3% | +64.0% |
| 3Y | +34.4% | +39.3% | -4.9% | +2.7% |
| 5Y | +154.4% | +43.3% | +111.1% | +88.6% |
| 10Y | +54.7% | +278.6% | -223.9% | -32.6% |
| All | +70.6% | +494.7% | -424.1% | -47.4% |
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