+20.6%
UL vs XPO
+262.4%
-241.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.5% |
| 7D | -3.2% | -0.9% | -2.3% | -3.2% |
| 30D | -0.6% | -8.1% | +7.5% | -0.1% |
| 3M | +9.4% | -19.0% | +28.5% | +10.8% |
| 6M | -4.1% | -5.2% | +1.1% | -4.1% |
| YTD | -2.0% | +35.6% | -37.5% | -4.4% |
| 1Y | -9.0% | +41.1% | -50.1% | -11.7% |
| 3Y | +21.8% | +157.9% | -136.1% | +8.2% |
| 5Y | +20.6% | +265.6% | -245.0% | -3.7% |
| All | +20.6% | +262.4% | -241.8% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling