+167.2%
LII vs XPO
+1,450.2%
-1,283.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | +2.1% | +2.7% | -0.6% | +1.4% |
| 30D | -12.4% | -6.2% | -6.2% | -11.0% |
| 3M | -24.8% | -15.4% | -9.4% | -21.5% |
| 6M | -25.2% | +0.7% | -25.9% | -25.6% |
| YTD | -20.3% | +39.8% | -60.1% | -27.6% |
| 1Y | -32.9% | +43.3% | -76.3% | -39.7% |
| 3Y | +2.0% | +166.0% | -164.0% | -24.3% |
| 5Y | +24.4% | +274.2% | -249.7% | -19.4% |
| 10Y | +167.2% | +1,429.0% | -1,261.8% | +27.7% |
| All | +167.2% | +1,450.2% | -1,283.0% | +27.7% |
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 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