+926.8%
XBI vs LEN
+74.9%
+851.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -3.6% | -3.4% | -0.2% | -2.8% |
| 30D | +0.9% | -5.7% | +6.5% | +2.3% |
| 3M | +21.4% | -12.2% | +33.7% | +25.0% |
| 6M | +25.5% | -18.3% | +43.8% | +31.4% |
| YTD | +30.8% | -20.2% | +51.0% | +37.0% |
| 1Y | +68.6% | -40.1% | +108.6% | +89.6% |
| 3Y | +103.9% | -26.2% | +130.1% | +113.8% |
| 5Y | +20.8% | -9.8% | +30.6% | +19.2% |
| 10Y | +164.0% | +109.1% | +54.8% | +100.5% |
| All | +926.8% | +74.9% | +851.9% | +573.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling