+153.4%
EXE vs LEN
+1.2%
+152.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +5.3% | -5.8% | +11.1% | +5.7% |
| 30D | -2.2% | +13.7% | -15.9% | -3.2% |
| 3M | -5.9% | -3.9% | -2.0% | -5.8% |
| 6M | -5.7% | -0.4% | -5.3% | -6.2% |
| YTD | -17.8% | -16.8% | -1.0% | -17.3% |
| 1Y | -23.1% | -29.5% | +6.4% | -21.2% |
| 3Y | +21.2% | -25.6% | +46.8% | +20.6% |
| 5Y | +78.8% | -13.2% | +92.0% | +69.2% |
| All | +153.4% | +1.2% | +152.2% | +137.4% |
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