+7.1%
LOW vs XPO
+306.2%
-299.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | +1.4% | +9.0% | -7.5% | -0.7% |
| 30D | +21.7% | +4.2% | +17.5% | +20.4% |
| 3M | +5.0% | -8.7% | +13.7% | +7.1% |
| 6M | +4.6% | -2.8% | +7.4% | +4.6% |
| YTD | -3.5% | +41.9% | -45.4% | -12.7% |
| 1Y | +0.5% | +42.3% | -41.8% | -9.3% |
| 3Y | +24.8% | +127.3% | -102.5% | -5.0% |
| All | +7.1% | +306.2% | -299.1% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling