-41.8%
LEN vs XME
+37.7%
-79.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.2% | -2.7% |
| 7D | -7.8% | -3.0% | -4.7% | -7.1% |
| 30D | -11.0% | -2.6% | -8.4% | -10.6% |
| 3M | -12.8% | +2.2% | -14.9% | -13.5% |
| 6M | -20.2% | +0.7% | -20.9% | -20.9% |
| YTD | -23.0% | +10.9% | -33.9% | -24.0% |
| 1Y | -41.8% | +35.7% | -77.5% | -41.4% |
| All | -41.8% | +37.7% | -79.5% | -41.4% |
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