-31.1%
LDOS vs XPO
+28.2%
-59.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -7.2% | -6.7% | -0.5% | -6.6% |
| 30D | +16.8% | -1.9% | +18.7% | +17.0% |
| 3M | -1.6% | -9.9% | +8.3% | -0.7% |
| 6M | -1.0% | -16.4% | +15.4% | +0.8% |
| YTD | -25.8% | +30.2% | -56.0% | -31.5% |
| 1Y | -31.1% | +29.9% | -61.0% | -36.5% |
| All | -31.1% | +28.2% | -59.3% | -36.5% |
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