+77.4%
LNG vs XPO
+151.0%
-73.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.7% | -5.7% | +1.0% | -4.4% |
| 30D | +3.8% | -12.8% | +16.6% | +4.4% |
| 3M | +16.2% | -20.0% | +36.1% | +17.3% |
| 6M | +11.7% | -6.0% | +17.7% | +11.7% |
| YTD | +44.2% | +34.0% | +10.2% | +40.8% |
| 1Y | +18.6% | +35.6% | -17.0% | +15.5% |
| 3Y | +77.4% | +152.3% | -74.9% | +60.5% |
| All | +77.4% | +151.0% | -73.6% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling