-10.9%
LEN vs EXEL
+195.7%
-206.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.6% | -3.4% |
| 7D | -2.9% | +1.4% | -4.2% | -3.1% |
| 30D | -8.9% | +6.7% | -15.5% | -10.0% |
| 3M | -10.9% | +11.5% | -22.4% | -12.6% |
| 6M | -19.7% | +38.8% | -58.5% | -24.2% |
| YTD | -20.6% | +31.6% | -52.2% | -24.6% |
| 1Y | -42.4% | +53.0% | -95.4% | -46.9% |
| 3Y | -26.5% | +160.8% | -187.4% | -41.7% |
| 5Y | -10.9% | +190.1% | -201.0% | -35.6% |
| All | -10.9% | +195.7% | -206.7% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling