-9.8%
LEN vs XME
+183.2%
-193.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -3.4% | -0.2% | -3.1% | -3.3% |
| 30D | -5.7% | +1.4% | -7.1% | -6.3% |
| 3M | -12.2% | +2.7% | -15.0% | -13.5% |
| 6M | -18.3% | +6.5% | -24.8% | -20.8% |
| YTD | -20.2% | +15.2% | -35.4% | -25.5% |
| 1Y | -40.1% | +43.5% | -83.6% | -49.4% |
| 3Y | -26.2% | +135.9% | -162.1% | -50.1% |
| 5Y | -9.8% | +181.5% | -191.3% | -43.1% |
| All | -9.8% | +183.2% | -193.1% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling