-22.5%
LEN vs XME
+5.2%
-27.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.1% | +7.3% |
| 7D | +10.5% | -5.5% | +15.9% | +12.0% |
| 30D | +24.6% | -11.1% | +35.8% | +28.4% |
| 3M | +6.6% | -11.1% | +17.8% | +9.6% |
| 6M | +10.6% | -18.0% | +28.6% | +15.8% |
| YTD | -8.3% | -7.4% | -0.9% | -9.6% |
| 1Y | -22.5% | +6.7% | -29.2% | -28.1% |
| All | -22.5% | +5.2% | -27.7% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling