-26.9%
LEN vs XPO
+153.8%
-180.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +1.3% |
| 7D | -3.4% | -0.9% | -2.4% | -3.2% |
| 30D | -5.7% | -8.1% | +2.4% | -3.7% |
| 3M | -12.2% | -19.0% | +6.8% | -7.4% |
| 6M | -18.3% | -5.2% | -13.1% | -17.4% |
| YTD | -20.2% | +35.6% | -55.8% | -27.0% |
| 1Y | -40.1% | +41.1% | -81.2% | -46.0% |
| All | -26.9% | +153.8% | -180.7% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling