+221.4%
LDOS vs XPO
+1,266.4%
-1,045.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.7% | -0.8% |
| 7D | -1.6% | +9.0% | -10.6% | -3.1% |
| 30D | +8.2% | +4.2% | +4.1% | +7.3% |
| 3M | -8.2% | -8.7% | +0.5% | -6.9% |
| 6M | +5.8% | -2.8% | +8.6% | +5.8% |
| YTD | -27.0% | +41.9% | -68.8% | -32.5% |
| 1Y | -31.0% | +42.3% | -73.3% | -36.4% |
| 3Y | +29.3% | +127.3% | -98.0% | +4.8% |
| 5Y | +48.7% | +306.4% | -257.7% | +1.9% |
| All | +221.4% | +1,266.4% | -1,045.0% | +61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling