+1,580.3%
LLY vs XPO
+1,410.5%
+169.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.4% |
| 7D | -3.1% | -0.9% | -2.2% | -3.0% |
| 30D | -8.6% | -8.1% | -0.5% | -7.8% |
| 3M | -1.6% | -19.0% | +17.4% | +0.5% |
| 6M | +11.8% | -5.2% | +17.0% | +12.0% |
| YTD | +5.1% | +35.6% | -30.5% | +0.6% |
| 1Y | +50.7% | +41.1% | +9.6% | +43.1% |
| 3Y | +95.7% | +157.9% | -62.2% | +70.9% |
| 5Y | +390.2% | +265.6% | +124.5% | +302.4% |
| 10Y | +1,580.3% | +1,516.8% | +63.5% | +1,089.5% |
| All | +1,580.3% | +1,410.5% | +169.9% | +1,089.5% |
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