+1,890.4%
XEL vs LEN
+10,533.4%
-8,643.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -1.0% | -3.2% | +2.2% | -0.6% |
| 30D | -1.9% | -4.9% | +3.0% | -1.4% |
| 3M | -1.9% | -8.5% | +6.6% | -1.2% |
| 6M | -7.4% | -20.7% | +13.2% | -5.5% |
| YTD | +4.1% | -17.4% | +21.5% | +5.7% |
| 1Y | +8.0% | -38.2% | +46.3% | +12.9% |
| 3Y | +48.4% | -24.9% | +73.3% | +50.4% |
| 5Y | +27.2% | -11.4% | +38.7% | +25.5% |
| 10Y | +146.8% | +110.0% | +36.8% | +116.4% |
| All | +1,890.4% | +10,533.4% | -8,643.0% | +1,141.6% |
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