+49.9%
LTH vs XPO
+53.4%
-3.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -0.7% |
| 7D | -0.6% | +2.4% | -3.1% | -1.3% |
| 30D | -4.6% | -3.5% | -1.1% | -3.9% |
| 3M | +32.8% | -11.9% | +44.7% | +36.3% |
| 6M | +64.6% | -10.0% | +74.6% | +66.5% |
| YTD | +62.6% | +42.1% | +20.6% | +47.8% |
| 1Y | +49.9% | +47.6% | +2.4% | +35.9% |
| All | +49.9% | +53.4% | -3.5% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling