+1,236.1%
LSCC vs XPO
+1,334.3%
-98.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.3% | +6.9% | +7.0% |
| 7D | +13.0% | -6.7% | +19.6% | +16.5% |
| 30D | -19.8% | -1.9% | -17.9% | -19.4% |
| 3M | -18.4% | -9.9% | -8.5% | -14.8% |
| 6M | -16.1% | -16.4% | +0.3% | -9.7% |
| YTD | +42.7% | +30.2% | +12.5% | +26.2% |
| 1Y | +68.0% | +29.9% | +38.1% | +48.2% |
| 3Y | +85.8% | +122.6% | -36.8% | +27.0% |
| 5Y | +28.0% | +278.9% | -250.8% | -33.2% |
| All | +1,236.1% | +1,334.3% | -98.2% | +414.6% |
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