+146.2%
LEN vs EXEL
+354.7%
-208.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -6.4% | -2.8% | -3.5% | -5.9% |
| 30D | +15.6% | +18.2% | -2.5% | +12.2% |
| 3M | -0.8% | +37.7% | -38.5% | -6.4% |
| 6M | +0.4% | +42.2% | -41.9% | -5.9% |
| YTD | -14.1% | +61.3% | -75.4% | -21.6% |
| 1Y | -29.6% | +64.5% | -94.1% | -36.0% |
| 3Y | -23.1% | +236.7% | -259.8% | -40.5% |
| 5Y | -8.9% | +296.3% | -305.2% | -32.5% |
| 10Y | +146.2% | +331.1% | -184.9% | +74.6% |
| All | +146.2% | +354.7% | -208.4% | +74.6% |
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