+168.6%
LII vs XPO
+1,421.2%
-1,252.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.3% | -4.1% | +0.5% |
| 7D | -1.2% | -1.9% | +0.7% | -0.7% |
| 30D | -2.0% | +2.5% | -4.4% | -2.6% |
| 3M | -20.2% | -7.2% | -13.0% | -18.8% |
| 6M | -32.5% | -8.1% | -24.5% | -31.2% |
| YTD | -27.4% | +38.3% | -65.7% | -33.9% |
| 1Y | -28.2% | +33.6% | -61.7% | -34.1% |
| 3Y | -7.2% | +133.1% | -140.3% | -28.8% |
| 5Y | +19.9% | +308.9% | -289.0% | -23.8% |
| 10Y | +168.6% | +1,371.8% | -1,203.1% | +34.1% |
| All | +168.6% | +1,421.2% | -1,252.5% | +34.1% |
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