+45.4%
XEL vs LEN
-28.8%
+74.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.6% |
| 7D | -1.2% | -7.8% | +6.5% | -0.3% |
| 30D | -2.9% | -11.0% | +8.1% | -1.6% |
| 3M | -2.7% | -12.8% | +10.1% | -1.4% |
| 6M | -6.5% | -20.2% | +13.7% | -4.4% |
| YTD | +3.6% | -23.0% | +26.7% | +6.2% |
| 1Y | +7.5% | -41.8% | +49.3% | +13.6% |
| All | +45.4% | -28.8% | +74.3% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling