+103.0%
LEN vs XLRE
+89.0%
+14.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.3% |
| 7D | -4.8% | -1.2% | -3.6% | -3.6% |
| 30D | -6.6% | -2.4% | -4.2% | -4.3% |
| 3M | -15.7% | -2.5% | -13.2% | -13.6% |
| 6M | -16.6% | +4.0% | -20.6% | -19.8% |
| YTD | -21.3% | +9.3% | -30.6% | -27.9% |
| 1Y | -42.0% | +5.6% | -47.6% | -45.0% |
| 3Y | -27.9% | +31.3% | -59.2% | -44.4% |
| 5Y | -10.7% | +9.5% | -20.2% | -18.1% |
| All | +103.0% | +89.0% | +14.0% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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