+146.3%
LEN vs XME
+242.3%
-96.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -4.9% | +6.0% | -10.9% | -8.2% |
| 3M | -8.5% | -7.7% | -0.8% | -5.4% |
| 6M | -20.7% | +1.0% | -21.6% | -22.5% |
| YTD | -17.4% | +14.6% | -32.0% | -25.7% |
| 1Y | -38.2% | +46.0% | -84.2% | -52.5% |
| 3Y | -24.9% | +127.0% | -151.9% | -56.6% |
| 5Y | -11.4% | +175.8% | -187.3% | -56.9% |
| 10Y | +110.0% | +414.6% | -304.6% | -37.7% |
| All | +146.3% | +242.3% | -96.0% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling