+2,259.5%
LITE vs XPO
+1,478.1%
+781.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.5% | -0.5% | +2.2% |
| 7D | -1.5% | +2.4% | -3.9% | -2.4% |
| 30D | +6.7% | -3.5% | +10.2% | +8.7% |
| 3M | -6.8% | -11.9% | +5.2% | -1.7% |
| 6M | +29.4% | -10.0% | +39.4% | +35.0% |
| YTD | +139.1% | +42.1% | +97.0% | +108.1% |
| 1Y | +521.0% | +47.6% | +473.4% | +426.1% |
| 3Y | +1,535.3% | +153.6% | +1,381.7% | +1,000.4% |
| 5Y | +889.8% | +266.5% | +623.3% | +447.2% |
| All | +2,259.5% | +1,478.1% | +781.4% | +560.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling