+159.3%
LEN vs XPO
+10,152.6%
-9,993.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.3% | -3.6% |
| 7D | -2.9% | +2.7% | -5.6% | -3.3% |
| 30D | -8.9% | -6.2% | -2.7% | -8.0% |
| 3M | -10.9% | -15.4% | +4.5% | -8.6% |
| 6M | -19.7% | +0.7% | -20.4% | -20.0% |
| YTD | -20.6% | +39.8% | -60.4% | -25.3% |
| 1Y | -42.4% | +43.3% | -85.7% | -46.2% |
| 3Y | -26.5% | +166.0% | -192.6% | -39.1% |
| 5Y | -10.9% | +274.2% | -285.1% | -31.5% |
| 10Y | +100.6% | +1,429.0% | -1,328.4% | +27.2% |
| All | +159.3% | +10,152.6% | -9,993.3% | +37.3% |
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 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