+165.9%
LII vs XPO
+1,266.4%
-1,100.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.5% |
| 7D | +2.9% | +9.0% | -6.0% | +0.5% |
| 30D | +0.9% | +4.2% | -3.3% | -0.2% |
| 3M | -15.5% | -8.7% | -6.9% | -13.6% |
| 6M | -30.2% | -2.8% | -27.4% | -29.9% |
| YTD | -26.8% | +41.9% | -68.7% | -33.9% |
| 1Y | -25.3% | +42.3% | -67.6% | -32.6% |
| 3Y | -7.8% | +127.3% | -135.0% | -28.8% |
| 5Y | +17.0% | +306.4% | -289.4% | -25.8% |
| All | +165.9% | +1,266.4% | -1,100.5% | +28.8% |
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