-22.8%
LEN vs EXEL
+236.1%
-258.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -5.1% |
| 7D | +0.7% | -2.4% | +3.1% | +1.0% |
| 30D | +13.0% | +17.9% | -4.9% | +10.4% |
| 3M | +1.9% | +33.3% | -31.4% | -2.1% |
| 6M | -0.7% | +46.6% | -47.3% | -5.5% |
| YTD | -13.8% | +61.0% | -74.8% | -18.9% |
| 1Y | -28.1% | +70.4% | -98.5% | -32.8% |
| 3Y | -22.8% | +236.1% | -258.9% | -36.0% |
| All | -22.8% | +236.1% | -258.9% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling