+98.7%
LEN vs EXEL
+386.3%
-287.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.3% |
| 7D | -7.8% | -2.9% | -4.9% | -7.3% |
| 30D | -11.0% | +11.9% | -22.9% | -12.7% |
| 3M | -12.8% | +9.2% | -22.0% | -14.1% |
| 6M | -20.2% | +39.1% | -59.3% | -24.6% |
| YTD | -23.0% | +31.0% | -54.1% | -26.7% |
| 1Y | -41.8% | +52.3% | -94.1% | -46.1% |
| 3Y | -28.8% | +159.7% | -188.6% | -41.4% |
| 5Y | -12.6% | +187.7% | -200.3% | -30.3% |
| All | +98.7% | +386.3% | -287.6% | +49.1% |
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