+2,831.7%
LII vs XPO
+9,445.4%
-6,613.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -0.6% | -6.7% | +6.0% | +0.3% |
| 30D | -4.6% | -1.9% | -2.7% | -4.3% |
| 3M | -21.2% | -9.9% | -11.3% | -20.2% |
| 6M | -36.4% | -16.4% | -20.1% | -35.0% |
| YTD | -28.9% | +30.2% | -59.1% | -31.5% |
| 1Y | -29.5% | +29.9% | -59.4% | -32.1% |
| 3Y | -8.6% | +122.6% | -131.2% | -18.6% |
| 5Y | +20.2% | +278.9% | -258.7% | -1.1% |
| 10Y | +166.2% | +1,375.3% | -1,209.1% | +90.4% |
| All | +2,831.7% | +9,445.4% | -6,613.7% | +1,652.8% |
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