-8.6%
LII vs XPO
+122.0%
-130.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -0.6% | -6.7% | +6.0% | +1.6% |
| 30D | -4.6% | -1.9% | -2.7% | -4.0% |
| 3M | -21.2% | -9.9% | -11.3% | -18.8% |
| 6M | -36.4% | -16.4% | -20.1% | -33.0% |
| YTD | -28.9% | +30.2% | -59.1% | -34.9% |
| 1Y | -29.5% | +29.9% | -59.4% | -35.6% |
| 3Y | -8.6% | +122.6% | -131.2% | -30.2% |
| All | -8.6% | +122.0% | -130.6% | -30.2% |
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