+132.3%
LEN vs EXEL
+325.9%
-193.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.0% |
| 7D | -8.7% | +1.6% | -10.4% | -9.0% |
| 30D | +11.6% | +17.4% | -5.8% | +8.4% |
| 3M | -1.3% | +38.6% | -39.9% | -7.0% |
| 6M | -1.4% | +41.2% | -42.6% | -7.5% |
| YTD | -16.9% | +59.3% | -76.2% | -23.9% |
| 1Y | -31.2% | +60.2% | -91.4% | -37.1% |
| 3Y | -25.6% | +232.6% | -258.2% | -42.2% |
| 5Y | -13.3% | +285.9% | -299.1% | -35.4% |
| All | +132.3% | +325.9% | -193.6% | +65.7% |
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