+2.7%
EXE vs LEN
-42.7%
+45.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | -0.1% |
| 7D | -2.2% | -7.8% | +5.6% | -3.1% |
| 30D | -0.8% | -11.0% | +10.2% | -2.1% |
| 3M | +10.0% | -12.8% | +22.8% | +8.6% |
| 6M | -6.3% | -20.2% | +13.9% | -7.8% |
| YTD | -10.7% | -23.0% | +12.3% | -13.1% |
| 1Y | +2.7% | -41.8% | +44.5% | +4.8% |
| All | +2.7% | -42.7% | +45.4% | +4.8% |
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