+512.4%
LDOS vs XPO
+10,271.4%
-9,759.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.2% | +6.3% | +0.9% |
| 7D | -3.7% | -3.6% | -0.1% | -3.3% |
| 30D | +16.4% | -3.8% | +20.2% | +16.9% |
| 3M | +7.4% | -11.8% | +19.3% | +9.0% |
| 6M | -0.3% | -15.0% | +14.6% | +1.5% |
| YTD | -24.0% | +29.9% | -53.9% | -27.3% |
| 1Y | -29.6% | +27.6% | -57.1% | -32.6% |
| 3Y | +35.1% | +121.9% | -86.8% | +17.3% |
| 5Y | +52.9% | +277.9% | -225.0% | +19.9% |
| 10Y | +262.2% | +1,371.4% | -1,109.2% | +134.5% |
| All | +512.4% | +10,271.4% | -9,759.0% | +245.9% |
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