+62.3%
QXO vs LDOS
+241.3%
-179.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.2% |
| 7D | +9.1% | -1.3% | +10.4% | +9.5% |
| 30D | +29.8% | +10.1% | +19.7% | +26.7% |
| 3M | -11.2% | -4.7% | -6.5% | -10.3% |
| 6M | -25.1% | +5.6% | -30.7% | -26.5% |
| YTD | -28.4% | -25.1% | -3.3% | -24.1% |
| 1Y | -27.4% | -31.7% | +4.3% | -21.1% |
| 3Y | -42.6% | +33.7% | -76.3% | -46.0% |
| 5Y | -60.7% | +54.4% | -115.1% | -64.4% |
| 10Y | +62.3% | +236.4% | -174.2% | +5.6% |
| All | +62.3% | +241.3% | -179.0% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling