+19.9%
XBI vs LEN
-11.2%
+31.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.3% |
| 7D | -4.6% | -4.8% | +0.1% | -2.8% |
| 30D | -2.0% | -6.6% | +4.6% | +0.5% |
| 3M | +17.8% | -15.7% | +33.5% | +25.0% |
| 6M | +23.7% | -16.6% | +40.4% | +31.4% |
| YTD | +28.2% | -21.3% | +49.6% | +37.7% |
| 1Y | +64.0% | -42.0% | +106.0% | +100.5% |
| 3Y | +99.4% | -27.9% | +127.3% | +105.9% |
| All | +19.9% | -11.2% | +31.1% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling