+902.8%
LOW vs XPO
+10,152.6%
-9,249.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | +0.4% | +2.7% | -2.3% | +0.1% |
| 30D | -10.1% | -6.2% | -3.9% | -9.5% |
| 3M | -2.9% | -15.4% | +12.6% | -1.2% |
| 6M | -19.4% | +0.7% | -20.2% | -19.6% |
| YTD | -15.4% | +39.8% | -55.3% | -18.9% |
| 1Y | -24.9% | +43.3% | -68.3% | -28.3% |
| 3Y | -7.8% | +166.0% | -173.9% | -18.7% |
| 5Y | +8.4% | +274.2% | -265.8% | -9.3% |
| 10Y | +226.8% | +1,429.0% | -1,202.3% | +146.4% |
| All | +902.8% | +10,152.6% | -9,249.8% | +620.2% |
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