+167.2%
LTH vs XPO
+295.5%
-128.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +6.4% | -1.5% | +7.9% | +6.7% |
| 30D | +16.7% | +2.6% | +14.2% | +15.4% |
| 3M | +11.7% | -6.1% | +17.8% | +13.4% |
| 6M | +48.5% | -8.0% | +56.5% | +50.6% |
| YTD | +78.4% | +38.5% | +39.9% | +55.2% |
| 1Y | +89.7% | +35.0% | +54.7% | +66.1% |
| 3Y | +245.6% | +126.5% | +119.2% | +129.9% |
| 5Y | +142.7% | +315.4% | -172.7% | +11.5% |
| All | +167.2% | +295.5% | -128.3% | +21.4% |
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