+4.0%
LII vs XPO
+165.6%
-161.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.5% | -3.3% | -0.3% |
| 7D | -0.7% | +2.4% | -3.1% | -1.6% |
| 30D | -12.6% | -3.5% | -9.1% | -11.8% |
| 3M | -24.4% | -11.9% | -12.5% | -21.5% |
| 6M | -28.7% | -10.0% | -18.7% | -26.8% |
| YTD | -19.1% | +42.1% | -61.2% | -28.0% |
| 1Y | -29.7% | +47.6% | -77.3% | -38.4% |
| All | +4.0% | +165.6% | -161.5% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling