+135.2%
LTH vs XPO
+287.1%
-151.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.7% |
| 7D | -4.0% | -0.9% | -3.1% | -3.7% |
| 30D | -1.7% | -8.1% | +6.4% | +1.0% |
| 3M | +28.0% | -19.0% | +47.0% | +36.7% |
| 6M | +54.1% | -5.2% | +59.2% | +55.0% |
| YTD | +57.1% | +35.6% | +21.5% | +38.2% |
| 1Y | +45.8% | +41.1% | +4.7% | +25.3% |
| 3Y | +157.6% | +157.9% | -0.4% | +62.1% |
| All | +135.2% | +287.1% | -151.9% | +8.1% |
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 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