+2,024.1%
LLY vs XPO
+1,356.2%
+667.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.6% | -1.5% | +3.2% | +1.8% |
| 30D | +21.5% | +2.6% | +18.9% | +21.1% |
| 3M | +16.4% | -6.1% | +22.5% | +17.1% |
| 6M | +51.5% | -8.0% | +59.5% | +52.4% |
| YTD | +33.9% | +38.5% | -4.6% | +27.9% |
| 1Y | +49.1% | +35.0% | +14.1% | +42.6% |
| 3Y | +144.6% | +126.5% | +18.2% | +117.1% |
| 5Y | +466.3% | +315.4% | +150.9% | +360.1% |
| 10Y | +2,024.1% | +1,272.1% | +752.0% | +1,755.2% |
| All | +2,024.1% | +1,356.2% | +667.9% | +1,755.2% |
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