+1,587.5%
LITE vs XPO
+1,356.2%
+231.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -13.9% | -1.5% | -12.4% | -12.8% |
| 30D | -46.9% | +2.6% | -49.5% | -47.4% |
| 3M | -28.0% | -6.1% | -21.9% | -25.9% |
| 6M | -35.2% | -8.0% | -27.2% | -33.2% |
| YTD | +58.9% | +38.5% | +20.4% | +39.6% |
| 1Y | +125.3% | +35.0% | +90.3% | +99.8% |
| 3Y | +1,344.4% | +126.5% | +1,218.0% | +915.1% |
| 5Y | +541.2% | +315.4% | +225.7% | +239.1% |
| 10Y | +1,587.5% | +1,272.1% | +315.4% | +365.3% |
| All | +1,587.5% | +1,356.2% | +231.3% | +365.3% |
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