+147.8%
XEL vs LEN
+108.0%
+39.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.2% |
| 7D | -0.3% | -4.8% | +4.5% | +0.4% |
| 30D | -3.9% | -6.6% | +2.6% | -3.0% |
| 3M | -2.8% | -15.7% | +12.9% | -0.5% |
| 6M | -5.4% | -16.6% | +11.2% | -3.2% |
| YTD | +3.8% | -21.3% | +25.1% | +6.8% |
| 1Y | +6.8% | -42.0% | +48.9% | +15.0% |
| 3Y | +45.6% | -27.9% | +73.5% | +48.7% |
| 5Y | +30.7% | -10.7% | +41.4% | +26.4% |
| All | +147.8% | +108.0% | +39.8% | +101.0% |
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