+171.4%
LEN vs XPO
+10,073.3%
-9,901.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -8.7% | +6.9% | -15.6% | -9.8% |
| 30D | +11.6% | +4.1% | +7.5% | +10.7% |
| 3M | -1.3% | -9.7% | +8.5% | +0.3% |
| 6M | -1.4% | -3.8% | +2.4% | -1.1% |
| YTD | -16.9% | +38.8% | -55.6% | -21.7% |
| 1Y | -31.2% | +34.2% | -65.4% | -34.8% |
| 3Y | -25.6% | +126.9% | -152.5% | -36.6% |
| 5Y | -13.3% | +297.5% | -310.8% | -33.8% |
| 10Y | +138.4% | +1,260.5% | -1,122.1% | +52.9% |
| All | +171.4% | +10,073.3% | -9,901.9% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling