+85.7%
LEN vs XLRE
+109.5%
-23.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.6% |
| 7D | -3.4% | -0.7% | -2.6% | -2.7% |
| 30D | -5.7% | -2.2% | -3.4% | -3.6% |
| 3M | -12.2% | -2.6% | -9.6% | -10.1% |
| 6M | -18.3% | +2.6% | -20.8% | -20.3% |
| YTD | -20.2% | +9.3% | -29.5% | -26.7% |
| 1Y | -40.1% | +7.2% | -47.3% | -43.9% |
| 3Y | -26.2% | +31.3% | -57.5% | -42.8% |
| 5Y | -9.8% | +8.1% | -18.0% | -16.1% |
| 10Y | +109.1% | +88.9% | +20.2% | +21.8% |
| All | +85.7% | +109.5% | -23.8% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling