+4,150.2%
LLY vs XPO
+10,043.1%
-5,892.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.3% | -2.0% | +3.9% |
| 7D | +0.1% | -1.9% | +2.0% | +0.2% |
| 30D | +19.7% | +2.5% | +17.2% | +19.6% |
| 3M | +19.3% | -7.2% | +26.4% | +19.7% |
| 6M | +49.3% | -8.1% | +57.4% | +49.8% |
| YTD | +32.0% | +38.3% | -6.3% | +29.3% |
| 1Y | +53.7% | +33.6% | +20.1% | +50.7% |
| 3Y | +143.7% | +133.1% | +10.7% | +130.8% |
| 5Y | +463.9% | +308.9% | +155.0% | +414.8% |
| 10Y | +2,006.3% | +1,371.8% | +634.6% | +1,716.1% |
| All | +4,150.2% | +10,043.1% | -5,892.9% | +3,526.7% |
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