+1,533.3%
LITE vs XPO
+1,421.2%
+112.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.3% | +4.4% | +8.1% |
| 7D | -12.9% | -1.9% | -11.0% | -11.7% |
| 30D | -46.0% | +2.5% | -48.5% | -46.4% |
| 3M | -33.0% | -7.2% | -25.8% | -30.7% |
| 6M | -34.0% | -8.1% | -26.0% | -32.0% |
| YTD | +61.7% | +38.3% | +23.4% | +42.4% |
| 1Y | +148.3% | +33.6% | +114.7% | +121.2% |
| 3Y | +1,408.5% | +133.1% | +1,275.4% | +952.3% |
| 5Y | +546.2% | +308.9% | +237.3% | +245.8% |
| 10Y | +1,533.3% | +1,371.8% | +161.6% | +430.3% |
| All | +1,533.3% | +1,421.2% | +112.1% | +430.3% |
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