+103.0%
LEN vs XPO
+1,516.3%
-1,413.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -4.8% | -5.7% | +0.9% | -3.0% |
| 30D | -6.6% | -12.8% | +6.2% | -2.6% |
| 3M | -15.7% | -20.0% | +4.3% | -10.0% |
| 6M | -16.6% | -6.0% | -10.6% | -15.5% |
| YTD | -21.3% | +34.0% | -55.4% | -29.4% |
| 1Y | -42.0% | +35.6% | -77.6% | -48.5% |
| 3Y | -27.9% | +152.3% | -180.2% | -50.5% |
| 5Y | -10.7% | +264.4% | -275.1% | -48.9% |
| All | +103.0% | +1,516.3% | -1,413.3% | -26.1% |
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