+361.5%
LLY vs XPO
+271.9%
+89.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | -3.1% | +2.7% | -5.8% | -3.4% |
| 30D | -5.1% | -6.2% | +1.1% | -4.5% |
| 3M | -2.1% | -15.4% | +13.3% | -0.3% |
| 6M | +13.8% | +0.7% | +13.1% | +13.2% |
| YTD | +5.1% | +39.8% | -34.8% | 0.0% |
| 1Y | +53.1% | +43.3% | +9.8% | +44.7% |
| 3Y | +95.6% | +166.0% | -70.4% | +70.4% |
| 5Y | +361.5% | +274.2% | +87.3% | +279.8% |
| All | +361.5% | +271.9% | +89.6% | +279.8% |
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