-42.0%
LEN vs XPO
+39.1%
-81.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -4.8% | -5.7% | +0.9% | -3.2% |
| 30D | -6.6% | -12.8% | +6.2% | -2.9% |
| 3M | -15.7% | -20.0% | +4.3% | -10.2% |
| 6M | -16.6% | -6.0% | -10.6% | -15.4% |
| YTD | -21.3% | +34.0% | -55.4% | -27.7% |
| 1Y | -42.0% | +35.6% | -77.6% | -47.1% |
| All | -42.0% | +39.1% | -81.1% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling