+49.1%
LLY vs XPO
+33.2%
+15.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.6% | -1.5% | +3.2% | +1.6% |
| 30D | +21.5% | +2.6% | +18.9% | +21.2% |
| 3M | +16.4% | -6.1% | +22.5% | +16.6% |
| 6M | +51.5% | -8.0% | +59.5% | +51.9% |
| YTD | +33.9% | +38.5% | -4.6% | +32.0% |
| 1Y | +49.1% | +35.0% | +14.1% | +46.6% |
| All | +49.1% | +33.2% | +15.9% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling