-32.9%
LII vs XPO
+45.2%
-78.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.8% |
| 7D | +2.1% | +2.7% | -0.6% | +1.0% |
| 30D | -12.4% | -6.2% | -6.2% | -10.4% |
| 3M | -24.8% | -15.4% | -9.4% | -20.1% |
| 6M | -25.2% | +0.7% | -25.9% | -25.9% |
| YTD | -20.3% | +39.8% | -60.1% | -31.1% |
| 1Y | -32.9% | +43.3% | -76.3% | -42.9% |
| All | -32.9% | +45.2% | -78.2% | -42.9% |
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