-18.9%
EXE vs LEN
-21.9%
+3.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.1% | -10.0% | -2.2% |
| 7D | -4.7% | +10.5% | -15.1% | -3.6% |
| 30D | +1.0% | +24.6% | -23.6% | +3.4% |
| 3M | -5.6% | +6.6% | -12.3% | -5.1% |
| 6M | -12.3% | +10.6% | -23.0% | -11.3% |
| YTD | -19.5% | -8.3% | -11.2% | -20.7% |
| 1Y | -18.9% | -22.5% | +3.6% | -17.8% |
| All | -18.9% | -21.9% | +3.0% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling