-3.3%
LVS vs XPO
+1,516.3%
-1,519.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -3.5% | -5.7% | +2.2% | -1.6% |
| 30D | -6.2% | -12.8% | +6.6% | -2.2% |
| 3M | -14.8% | -20.0% | +5.1% | -9.1% |
| 6M | -20.9% | -6.0% | -14.8% | -20.3% |
| YTD | -33.0% | +34.0% | -67.1% | -40.5% |
| 1Y | -20.0% | +35.6% | -55.6% | -29.9% |
| 3Y | -6.9% | +152.3% | -159.2% | -38.2% |
| 5Y | +9.1% | +264.4% | -255.3% | -40.2% |
| All | -3.3% | +1,516.3% | -1,519.6% | -60.3% |
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