+149.7%
XBI vs LEN
+108.0%
+41.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.1% |
| 7D | -4.6% | -4.8% | +0.1% | -3.1% |
| 30D | -2.0% | -6.6% | +4.6% | +0.2% |
| 3M | +17.8% | -15.7% | +33.5% | +24.0% |
| 6M | +23.7% | -16.6% | +40.4% | +30.4% |
| YTD | +28.2% | -21.3% | +49.6% | +36.7% |
| 1Y | +64.0% | -42.0% | +106.0% | +93.8% |
| 3Y | +99.4% | -27.9% | +127.3% | +111.7% |
| 5Y | +19.3% | -10.7% | +30.0% | +14.3% |
| All | +149.7% | +108.0% | +41.7% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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