+562.5%
LITE vs XPO
+306.2%
+256.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.7% | -5.5% |
| 7D | +10.8% | +9.0% | +1.8% | +6.7% |
| 30D | -33.4% | +4.2% | -37.6% | -34.5% |
| 3M | -32.2% | -8.7% | -23.6% | -29.3% |
| 6M | -42.1% | -2.8% | -39.3% | -41.6% |
| YTD | +61.9% | +41.9% | +20.0% | +39.4% |
| 1Y | +163.0% | +42.3% | +120.7% | +125.5% |
| 3Y | +1,358.0% | +127.3% | +1,230.8% | +902.6% |
| All | +562.5% | +306.2% | +256.3% | +240.1% |
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