+1,299.0%
LEN vs EXEL
+346.4%
+952.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -5.1% |
| 7D | +0.7% | -2.4% | +3.1% | +1.1% |
| 30D | +13.0% | +17.9% | -4.9% | +9.3% |
| 3M | +1.9% | +33.3% | -31.4% | -3.9% |
| 6M | -0.7% | +46.6% | -47.3% | -8.2% |
| YTD | -13.8% | +61.0% | -74.8% | -22.1% |
| 1Y | -28.1% | +70.4% | -98.5% | -35.8% |
| 3Y | -22.8% | +236.1% | -258.9% | -41.6% |
| 5Y | -7.4% | +284.8% | -292.2% | -32.7% |
| 10Y | +143.7% | +348.4% | -204.7% | +55.1% |
| All | +1,299.0% | +346.4% | +952.7% | +374.8% |
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 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