+503.8%
LDOS vs XPO
+11,007.2%
-10,503.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.9% | -2.5% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | +10.1% | +4.7% | +5.4% | +9.4% |
| 3M | -4.7% | -7.1% | +2.4% | -3.9% |
| 6M | +5.6% | -6.3% | +11.8% | +6.1% |
| YTD | -25.1% | +39.1% | -64.2% | -29.0% |
| 1Y | -31.7% | +36.7% | -68.4% | -35.2% |
| 3Y | +33.7% | +127.4% | -93.7% | +15.8% |
| 5Y | +54.4% | +315.0% | -260.6% | +19.5% |
| 10Y | +236.4% | +1,263.5% | -1,027.0% | +118.6% |
| All | +503.8% | +11,007.2% | -10,503.4% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling