+64.7%
LH vs XPO
+153.8%
-89.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.7% |
| 7D | -3.2% | -0.9% | -2.3% | -3.1% |
| 30D | +0.1% | -8.1% | +8.2% | +1.2% |
| 3M | +18.6% | -19.0% | +37.7% | +21.9% |
| 6M | +17.9% | -5.2% | +23.1% | +18.2% |
| YTD | +28.9% | +35.6% | -6.6% | +22.6% |
| 1Y | +16.6% | +41.1% | -24.5% | +9.8% |
| All | +64.7% | +153.8% | -89.2% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling