Whether figuring out where to eat in an unfamiliar city or deciding which apartment to live in, consumer generated data (i.e. reviews and forum posts) are often an important influence in online decision making. To make sense of these rich repositories of diverse opinions, searchers need to sift through a large number of reviews to characterize each item based on aspects that they care about. We introduce a novel system, SearchLens, where searchers build up a collection of "Lenses" that reflect their different latent interests, and compose the Lenses to find relevant items across different contexts. Based on the Lenses, SearchLens generates personalized interfaces with visual explanations that promotes transparency and enables deeper exploration. While prior work found searchers may not wish to put in effort specifying their goals without immediate and sufficient benefits, results from a controlled lab study suggest that our approach incentivized participants to express their interests more richly than in a baseline condition, and a field study showed that participants found benefits in SearchLens while conducting their own tasks.