+35.9%
LDOS vs XPO
+121.4%
-85.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.2% | +6.3% | +0.8% |
| 7D | -3.7% | -3.6% | -0.1% | -3.3% |
| 30D | +16.4% | -3.8% | +20.2% | +16.8% |
| 3M | +7.4% | -11.8% | +19.3% | +8.8% |
| 6M | -0.3% | -15.0% | +14.6% | +1.3% |
| YTD | -24.0% | +29.9% | -53.9% | -27.2% |
| 1Y | -29.6% | +27.6% | -57.1% | -32.4% |
| All | +35.9% | +121.4% | -85.5% | +20.5% |
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 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