+521.0%
LITE vs XPO
+53.4%
+467.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.5% | -0.5% | +1.8% |
| 7D | -1.5% | +2.4% | -3.9% | -2.6% |
| 30D | +6.7% | -3.5% | +10.2% | +9.1% |
| 3M | -6.8% | -11.9% | +5.2% | -1.5% |
| 6M | +29.4% | -10.0% | +39.4% | +33.1% |
| YTD | +139.1% | +42.1% | +97.0% | +126.8% |
| 1Y | +521.0% | +47.6% | +473.4% | +505.8% |
| All | +521.0% | +53.4% | +467.6% | +505.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling