+3,359.8%
LLY vs XPO
+10,316.6%
-6,956.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -1.1% |
| 7D | -2.1% | +2.4% | -4.6% | -2.3% |
| 30D | -1.6% | -3.5% | +1.9% | -1.5% |
| 3M | +2.3% | -11.9% | +14.2% | +2.9% |
| 6M | +14.9% | -10.0% | +24.8% | +15.3% |
| YTD | +7.5% | +42.1% | -34.6% | +5.1% |
| 1Y | +55.7% | +47.6% | +8.1% | +51.7% |
| 3Y | +110.6% | +153.6% | -43.0% | +98.5% |
| 5Y | +363.4% | +266.5% | +96.9% | +324.8% |
| 10Y | +1,649.0% | +1,460.4% | +188.5% | +1,404.6% |
| All | +3,359.8% | +10,316.6% | -6,956.8% | +2,848.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling