+227.5%
LOW vs XPO
+1,516.3%
-1,288.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.7% | -5.7% | +1.9% | -2.2% |
| 30D | -8.9% | -12.8% | +3.9% | -5.6% |
| 3M | -10.4% | -20.0% | +9.6% | -5.3% |
| 6M | -19.4% | -6.0% | -13.4% | -18.6% |
| YTD | -17.1% | +34.0% | -51.2% | -24.5% |
| 1Y | -26.3% | +35.6% | -61.8% | -33.5% |
| 3Y | -9.9% | +152.3% | -162.2% | -35.2% |
| 5Y | +6.1% | +264.4% | -258.2% | -35.2% |
| All | +227.5% | +1,516.3% | -1,288.8% | +30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling