-44.4%
QXO vs LII
-1.0%
-43.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.6% | -3.0% |
| 7D | -3.9% | +0.5% | -4.3% | -4.0% |
| 30D | -17.4% | -11.2% | -6.1% | -12.9% |
| 3M | -22.5% | -28.8% | +6.3% | -10.7% |
| 6M | -41.4% | -26.9% | -14.5% | -33.3% |
| YTD | -34.1% | -22.2% | -11.9% | -25.9% |
| 1Y | -40.8% | -32.0% | -8.9% | -31.7% |
| All | -44.4% | -1.0% | -43.4% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 3y: compounded portfolio wealth divided by compounded LII 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…
3y analysis · Full analysis span regression · 6 months rolling