-25.6%
LEN vs XPO
+128.1%
-153.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -8.7% | +6.9% | -15.6% | -10.4% |
| 30D | +11.6% | +4.1% | +7.5% | +10.2% |
| 3M | -1.3% | -9.7% | +8.5% | +1.2% |
| 6M | -1.4% | -3.8% | +2.4% | -1.0% |
| YTD | -16.9% | +38.8% | -55.6% | -24.6% |
| 1Y | -31.2% | +34.2% | -65.4% | -37.1% |
| All | -25.6% | +128.1% | -153.7% | -40.7% |
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 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