+101.4%
EXE vs LEN
-10.6%
+112.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -2.7% | -3.4% | +0.7% | -2.5% |
| 30D | -0.4% | -5.7% | +5.3% | 0.0% |
| 3M | +9.5% | -12.2% | +21.7% | +10.3% |
| 6M | -9.3% | -18.3% | +8.9% | -8.1% |
| YTD | -10.9% | -20.2% | +9.3% | -9.9% |
| 1Y | +4.3% | -40.1% | +44.4% | +8.9% |
| 3Y | +18.8% | -26.2% | +45.0% | +17.3% |
| 5Y | +101.4% | -9.8% | +111.2% | +84.8% |
| All | +101.4% | -10.6% | +112.0% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling