-31.2%
LDOS vs XPO
+38.8%
-70.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | -2.8% | +3.5% | -6.3% | -3.1% |
| 30D | +13.6% | +2.8% | +10.7% | +13.2% |
| 3M | +4.2% | -7.5% | +11.7% | +5.0% |
| 6M | -8.2% | -5.9% | -2.3% | -7.6% |
| YTD | -24.1% | +38.4% | -62.5% | -30.6% |
| 1Y | -31.2% | +33.7% | -64.9% | -36.8% |
| All | -31.2% | +38.8% | -70.0% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 1y: compounded portfolio wealth divided by compounded XPO 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…
1y analysis · Full analysis span regression · 6 months rolling