+2,053.0%
LLY vs XPO
+1,236.5%
+816.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +4.6% | +6.9% | -2.3% | +3.8% |
| 30D | +22.4% | +4.1% | +18.2% | +21.8% |
| 3M | +17.1% | -9.7% | +26.9% | +18.3% |
| 6M | +44.6% | -3.8% | +48.4% | +44.8% |
| YTD | +33.5% | +38.8% | -5.3% | +27.4% |
| 1Y | +41.1% | +34.2% | +6.9% | +35.1% |
| 3Y | +143.8% | +126.9% | +16.8% | +116.2% |
| 5Y | +473.4% | +297.5% | +175.9% | +367.9% |
| All | +2,053.0% | +1,236.5% | +816.5% | +1,710.0% |
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