-21.1%
LOW vs XPO
+53.4%
-74.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.2% | +0.3% |
| 7D | -1.7% | +2.4% | -4.1% | -2.2% |
| 30D | -7.0% | -3.5% | -3.5% | -6.5% |
| 3M | -0.9% | -11.9% | +11.1% | +1.5% |
| 6M | -20.1% | -10.0% | -10.1% | -19.0% |
| YTD | -13.9% | +42.1% | -56.0% | -19.4% |
| 1Y | -21.1% | +47.6% | -68.7% | -26.4% |
| All | -21.1% | +53.4% | -74.6% | -26.4% |
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