+141.8%
LTH vs XPO
+296.5%
-154.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.7% | -2.6% |
| 7D | +7.0% | -1.9% | +8.9% | +7.5% |
| 30D | +15.4% | +2.5% | +13.0% | +14.1% |
| 3M | +7.0% | -7.2% | +14.2% | +9.2% |
| 6M | +46.9% | -8.1% | +54.9% | +49.0% |
| YTD | +76.4% | +38.3% | +38.1% | +53.0% |
| 1Y | +83.7% | +33.6% | +50.2% | +61.0% |
| 3Y | +248.9% | +133.1% | +115.8% | +125.9% |
| 5Y | +141.8% | +308.9% | -167.1% | +13.8% |
| All | +141.8% | +296.5% | -154.7% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling