+3,235.4%
LII vs XPO
+10,316.6%
-7,081.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.5% | -3.3% | +0.5% |
| 7D | -0.7% | +2.4% | -3.1% | -1.1% |
| 30D | -12.6% | -3.5% | -9.1% | -12.2% |
| 3M | -24.4% | -11.9% | -12.5% | -23.2% |
| 6M | -28.7% | -10.0% | -18.7% | -27.8% |
| YTD | -19.1% | +42.1% | -61.2% | -23.0% |
| 1Y | -29.7% | +47.6% | -77.3% | -33.5% |
| 3Y | +4.8% | +153.6% | -148.8% | -8.4% |
| 5Y | +24.6% | +266.5% | -242.0% | +2.4% |
| 10Y | +169.2% | +1,460.4% | -1,291.2% | +90.6% |
| All | +3,235.4% | +10,316.6% | -7,081.2% | +1,870.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling