+178.5%
EXE vs LEN
+0.5%
+178.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.1% |
| 7D | -0.3% | -3.2% | +2.9% | 0.0% |
| 30D | +8.5% | -4.9% | +13.3% | +8.8% |
| 3M | +5.5% | -8.5% | +13.9% | +6.0% |
| 6M | -5.9% | -20.7% | +14.8% | -4.3% |
| YTD | -9.7% | -17.4% | +7.7% | -8.8% |
| 1Y | +3.6% | -38.2% | +41.8% | +7.9% |
| 3Y | +18.0% | -24.9% | +42.9% | +17.3% |
| 5Y | +109.4% | -11.4% | +120.9% | +98.0% |
| All | +178.5% | +0.5% | +178.0% | +161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling