+252.0%
LDOS vs XPO
+1,421.2%
-1,169.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.3% | -3.9% | +1.2% |
| 7D | -5.8% | -1.9% | -3.9% | -5.6% |
| 30D | +11.6% | +2.5% | +9.1% | +11.0% |
| 3M | -1.0% | -7.2% | +6.2% | +0.1% |
| 6M | +5.1% | -8.1% | +13.1% | +6.1% |
| YTD | -24.0% | +38.3% | -62.4% | -29.5% |
| 1Y | -30.3% | +33.6% | -63.9% | -35.0% |
| 3Y | +37.0% | +133.1% | -96.1% | +10.3% |
| 5Y | +53.4% | +308.9% | -255.6% | +4.7% |
| 10Y | +252.0% | +1,371.8% | -1,119.8% | +78.7% |
| All | +252.0% | +1,421.2% | -1,169.2% | +78.7% |
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