-26.2%
LII vs XPO
+38.8%
-65.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.2% |
| 7D | +7.9% | +3.5% | +4.4% | +6.4% |
| 30D | -0.6% | +2.8% | -3.5% | -1.6% |
| 3M | -19.3% | -7.5% | -11.9% | -17.1% |
| 6M | -29.8% | -5.9% | -23.9% | -28.5% |
| YTD | -25.4% | +38.4% | -63.8% | -34.6% |
| 1Y | -26.2% | +33.7% | -59.9% | -34.7% |
| All | -26.2% | +38.8% | -65.0% | -34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling