-70.8%
QXO vs LII
+21.0%
-91.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | -8.7% | -3.5% | -5.2% | -7.6% |
| 30D | -21.0% | -13.5% | -7.5% | -17.1% |
| 3M | -18.4% | -26.0% | +7.6% | -10.3% |
| 6M | -43.0% | -26.8% | -16.2% | -37.1% |
| YTD | -36.3% | -22.9% | -13.4% | -30.2% |
| 1Y | -42.8% | -32.6% | -10.2% | -35.9% |
| 3Y | -45.8% | -1.3% | -44.5% | -42.9% |
| 5Y | -70.8% | +23.1% | -93.8% | -70.3% |
| All | -70.8% | +21.0% | -91.7% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling