-47.0%
QXO vs LII
-8.2%
-38.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -2.2% |
| 7D | +9.0% | +2.9% | +6.1% | +7.7% |
| 30D | +22.0% | +0.9% | +21.1% | +21.4% |
| 3M | -15.4% | -15.5% | +0.1% | -8.6% |
| 6M | -26.0% | -30.2% | +4.2% | -13.4% |
| YTD | -34.7% | -26.8% | -7.8% | -24.2% |
| 1Y | -28.0% | -25.3% | -2.7% | -16.8% |
| 3Y | -47.0% | -7.8% | -39.3% | -33.0% |
| All | -47.0% | -8.2% | -38.9% | -33.0% |
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