+179.2%
LH vs XPO
+1,516.3%
-1,337.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -4.7% | -5.7% | +1.0% | -3.5% |
| 30D | -3.5% | -12.8% | +9.3% | -0.8% |
| 3M | +17.7% | -20.0% | +37.7% | +22.9% |
| 6M | +15.8% | -6.0% | +21.8% | +16.4% |
| YTD | +25.1% | +34.0% | -8.9% | +16.1% |
| 1Y | +12.5% | +35.6% | -23.0% | +3.5% |
| 3Y | +59.8% | +152.3% | -92.5% | +22.6% |
| 5Y | +27.1% | +264.4% | -237.3% | -14.8% |
| All | +179.2% | +1,516.3% | -1,337.1% | +23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling