+41.0%
QXO vs LDOS
+258.9%
-218.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.9% |
| 7D | -3.9% | -4.2% | +0.4% | -2.9% |
| 30D | -17.4% | -7.9% | -9.5% | -15.7% |
| 3M | -22.5% | +4.1% | -26.6% | -23.5% |
| 6M | -41.4% | -28.2% | -13.2% | -36.9% |
| YTD | -34.1% | -28.5% | -5.6% | -29.5% |
| 1Y | -40.8% | -27.7% | -13.2% | -36.8% |
| 3Y | -43.9% | +38.4% | -82.3% | -47.1% |
| 5Y | -69.6% | +38.0% | -107.6% | -71.6% |
| 10Y | +41.0% | +262.1% | -221.1% | +17.2% |
| All | +41.0% | +258.9% | -218.0% | +17.2% |
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