+143.5%
LTH vs XPO
+305.7%
-162.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -1.2% |
| 7D | -0.6% | +2.4% | -3.1% | -1.6% |
| 30D | -4.6% | -3.5% | -1.1% | -3.6% |
| 3M | +32.8% | -11.9% | +44.7% | +37.7% |
| 6M | +64.6% | -10.0% | +74.6% | +68.5% |
| YTD | +62.6% | +42.1% | +20.6% | +40.8% |
| 1Y | +49.9% | +47.6% | +2.4% | +26.9% |
| 3Y | +151.3% | +153.6% | -2.2% | +59.8% |
| All | +143.5% | +305.7% | -162.2% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling