-42.0%
LEN vs EXEL
+48.5%
-90.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.7% |
| 7D | -4.8% | -4.9% | +0.1% | -3.7% |
| 30D | -6.6% | +11.4% | -18.0% | -8.7% |
| 3M | -15.7% | +4.9% | -20.6% | -16.5% |
| 6M | -16.6% | +34.4% | -51.1% | -20.1% |
| YTD | -21.3% | +28.0% | -49.4% | -24.5% |
| 1Y | -42.0% | +43.6% | -85.7% | -45.8% |
| All | -42.0% | +48.5% | -90.6% | -45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling