+1,240.6%
LEN vs EXEL
+273.2%
+967.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -3.2% | +8.4% | -11.6% | -4.7% |
| 30D | -4.9% | +4.1% | -9.0% | -5.7% |
| 3M | -8.5% | +12.4% | -20.9% | -10.7% |
| 6M | -20.7% | +41.5% | -62.2% | -26.2% |
| YTD | -17.4% | +34.6% | -52.0% | -22.6% |
| 1Y | -38.2% | +57.9% | -96.1% | -44.2% |
| 3Y | -24.9% | +159.5% | -184.4% | -40.2% |
| 5Y | -11.4% | +198.5% | -209.9% | -32.5% |
| 10Y | +110.0% | +411.4% | -301.3% | +28.2% |
| All | +1,240.6% | +273.2% | +967.4% | +371.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling