+103.0%
LEN vs XHB
+215.4%
-112.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +0.3% |
| 7D | -4.8% | -4.6% | -0.1% | +0.6% |
| 30D | -6.6% | -9.1% | +2.6% | +4.3% |
| 3M | -15.7% | -8.6% | -7.1% | -6.4% |
| 6M | -16.6% | -4.0% | -12.6% | -12.8% |
| YTD | -21.3% | -3.9% | -17.4% | -17.5% |
| 1Y | -42.0% | -16.5% | -25.6% | -28.4% |
| 3Y | -27.9% | +22.6% | -50.5% | -43.2% |
| 5Y | -10.7% | +33.9% | -44.6% | -36.4% |
| All | +103.0% | +215.4% | -112.4% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling