+24.4%
LII vs XPO
+271.9%
-247.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | +2.1% | +2.7% | -0.6% | +1.2% |
| 30D | -12.4% | -6.2% | -6.2% | -10.7% |
| 3M | -24.8% | -15.4% | -9.4% | -20.8% |
| 6M | -25.2% | +0.7% | -25.9% | -25.7% |
| YTD | -20.3% | +39.8% | -60.1% | -29.2% |
| 1Y | -32.9% | +43.3% | -76.3% | -41.2% |
| 3Y | +2.0% | +166.0% | -164.0% | -30.5% |
| 5Y | +24.4% | +274.2% | -249.7% | -31.2% |
| All | +24.4% | +271.9% | -247.5% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling