-12.6%
LEN vs XPO
+257.8%
-270.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.2% |
| 7D | -7.8% | -1.3% | -6.4% | -7.4% |
| 30D | -11.0% | -10.4% | -0.7% | -8.1% |
| 3M | -12.8% | -15.7% | +2.9% | -8.4% |
| 6M | -20.2% | -6.3% | -13.9% | -19.0% |
| YTD | -23.0% | +34.2% | -57.2% | -30.9% |
| 1Y | -41.8% | +39.9% | -81.8% | -48.8% |
| 3Y | -28.8% | +155.2% | -184.0% | -51.9% |
| 5Y | -12.6% | +264.7% | -277.3% | -54.3% |
| All | -12.6% | +257.8% | -270.4% | -54.3% |
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 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