+98.7%
LEN vs XME
+426.6%
-327.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.2% | -1.9% |
| 7D | -7.8% | -3.0% | -4.7% | -6.5% |
| 30D | -11.0% | -2.6% | -8.4% | -10.2% |
| 3M | -12.8% | +2.2% | -14.9% | -14.2% |
| 6M | -20.2% | +0.7% | -20.9% | -21.4% |
| YTD | -23.0% | +10.9% | -33.9% | -28.1% |
| 1Y | -41.8% | +35.7% | -77.5% | -51.3% |
| 3Y | -28.8% | +127.1% | -155.9% | -54.4% |
| 5Y | -12.6% | +168.5% | -181.1% | -50.6% |
| All | +98.7% | +426.6% | -327.9% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling