+1,044.5%
LOW vs XPO
+10,300.9%
-9,256.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.1% |
| 7D | +1.4% | +9.0% | -7.5% | +0.4% |
| 30D | +21.7% | +4.2% | +17.5% | +21.1% |
| 3M | +5.0% | -8.7% | +13.7% | +6.0% |
| 6M | +4.6% | -2.8% | +7.4% | +4.6% |
| YTD | -3.5% | +41.9% | -45.4% | -7.6% |
| 1Y | +0.5% | +42.3% | -41.8% | -3.8% |
| 3Y | +24.8% | +127.3% | -102.5% | +11.9% |
| 5Y | +6.5% | +306.4% | -299.9% | -11.6% |
| 10Y | +294.6% | +1,290.9% | -996.4% | +198.1% |
| All | +1,044.5% | +10,300.9% | -9,256.4% | +720.1% |
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