+1,402.3%
LITE vs XPO
+1,334.3%
+68.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | -35.9% | -6.7% | -29.3% | -33.9% |
| 30D | -51.5% | -1.9% | -49.6% | -51.1% |
| 3M | -35.7% | -9.9% | -25.9% | -32.7% |
| 6M | -43.0% | -16.4% | -26.6% | -38.9% |
| YTD | +46.1% | +30.2% | +15.9% | +31.6% |
| 1Y | +124.7% | +29.9% | +94.8% | +102.3% |
| 3Y | +1,172.1% | +122.6% | +1,049.4% | +803.6% |
| 5Y | +477.0% | +278.9% | +198.1% | +217.7% |
| All | +1,402.3% | +1,334.3% | +68.0% | +412.2% |
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 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