+37.0%
LDOS vs XPO
+129.7%
-92.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.3% | -3.9% | +1.6% |
| 7D | -5.8% | -1.9% | -3.9% | -5.7% |
| 30D | +11.6% | +2.5% | +9.1% | +11.2% |
| 3M | -1.0% | -7.2% | +6.2% | -0.3% |
| 6M | +5.1% | -8.1% | +13.1% | +5.8% |
| YTD | -24.0% | +38.3% | -62.4% | -27.8% |
| 1Y | -30.3% | +33.6% | -63.9% | -33.5% |
| 3Y | +37.0% | +133.1% | -96.1% | +20.7% |
| All | +37.0% | +129.7% | -92.7% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling