+249.4%
LDOS vs XPO
+1,356.2%
-1,106.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.9% | -1.5% | +3.4% | +2.1% |
| 30D | +12.8% | +2.6% | +10.2% | +12.2% |
| 3M | -1.0% | -6.1% | +5.1% | -0.1% |
| 6M | +6.2% | -8.0% | +14.2% | +7.2% |
| YTD | -23.2% | +38.5% | -61.7% | -28.8% |
| 1Y | -29.5% | +35.0% | -64.5% | -34.4% |
| 3Y | +37.1% | +126.5% | -89.4% | +11.0% |
| 5Y | +55.6% | +315.4% | -259.8% | +5.8% |
| 10Y | +249.4% | +1,272.1% | -1,022.7% | +79.4% |
| All | +249.4% | +1,356.2% | -1,106.8% | +79.4% |
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