+275.4%
LDOS vs XPO
+1,453.5%
-1,178.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | -0.3% |
| 7D | -5.4% | +2.4% | -7.8% | -5.9% |
| 30D | +4.9% | -3.5% | +8.4% | +5.4% |
| 3M | +7.2% | -11.9% | +19.1% | +9.4% |
| 6M | -24.2% | -10.0% | -14.3% | -23.4% |
| YTD | -25.8% | +42.1% | -67.9% | -31.4% |
| 1Y | -24.7% | +47.6% | -72.3% | -31.2% |
| 3Y | +39.3% | +153.6% | -114.3% | +9.7% |
| 5Y | +43.3% | +266.5% | -223.2% | +0.1% |
| All | +275.4% | +1,453.5% | -1,178.1% | +63.6% |
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