-41.1%
QXO vs LDOS
+43.9%
-85.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -1.3% | -5.4% | +4.2% | +1.0% |
| 30D | -16.0% | +4.9% | -20.9% | -18.0% |
| 3M | -17.7% | +7.2% | -24.9% | -20.3% |
| 6M | -42.6% | -24.2% | -18.4% | -35.3% |
| YTD | -30.8% | -25.8% | -5.0% | -23.0% |
| 1Y | -35.3% | -24.7% | -10.6% | -28.5% |
| All | -41.1% | +43.9% | -85.0% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling