+132.4%
LEN vs EXEL
+320.7%
-188.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -5.8% | -0.8% | -5.0% | -5.6% |
| 30D | +13.7% | +13.1% | +0.6% | +11.2% |
| 3M | -3.9% | +36.3% | -40.2% | -9.2% |
| 6M | -0.4% | +34.5% | -34.9% | -5.7% |
| YTD | -16.8% | +57.4% | -74.3% | -23.7% |
| 1Y | -29.5% | +62.9% | -92.4% | -35.8% |
| 3Y | -25.6% | +229.5% | -255.1% | -42.1% |
| 5Y | -13.2% | +281.2% | -294.4% | -35.2% |
| All | +132.4% | +320.7% | -188.3% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling