+1,297.7%
LH vs XPO
+10,152.6%
-8,854.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -0.8% | +2.7% | -3.5% | -1.1% |
| 30D | +2.0% | -6.2% | +8.2% | +2.5% |
| 3M | +24.3% | -15.4% | +39.7% | +26.0% |
| 6M | +21.1% | +0.7% | +20.3% | +20.6% |
| YTD | +30.4% | +39.8% | -9.4% | +25.9% |
| 1Y | +18.4% | +43.3% | -24.9% | +13.7% |
| 3Y | +65.5% | +166.0% | -100.6% | +48.2% |
| 5Y | +29.9% | +274.2% | -244.3% | +10.9% |
| 10Y | +186.6% | +1,429.0% | -1,242.4% | +120.5% |
| All | +1,297.7% | +10,152.6% | -8,854.8% | +909.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling