+20.5%
EXE vs LEN
-23.4%
+44.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +1.5% | -6.4% | +7.9% | +1.3% |
| 30D | -0.2% | +15.6% | -15.8% | +0.3% |
| 3M | -9.2% | -0.8% | -8.5% | -9.2% |
| 6M | -7.2% | +0.4% | -7.6% | -7.2% |
| YTD | -18.3% | -14.1% | -4.1% | -18.5% |
| 1Y | -23.6% | -29.6% | +6.0% | -23.3% |
| All | +20.5% | -23.4% | +44.0% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling