+901.5%
LITE vs XPO
+265.7%
+635.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.5% | -0.5% | +2.0% |
| 7D | -1.5% | +2.4% | -3.9% | -2.5% |
| 30D | +6.7% | -3.5% | +10.2% | +8.8% |
| 3M | -6.8% | -11.9% | +5.2% | -1.3% |
| 6M | +29.4% | -10.0% | +39.4% | +35.2% |
| YTD | +139.1% | +42.1% | +97.0% | +106.5% |
| 1Y | +521.0% | +47.6% | +473.4% | +421.3% |
| 3Y | +1,535.3% | +153.6% | +1,381.7% | +988.8% |
| All | +901.5% | +265.7% | +635.8% | +436.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling