+168.8%
XLB vs LEN
+142.4%
+26.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -1.6% | -6.4% | +4.7% | +0.3% |
| 30D | +7.2% | +15.6% | -8.4% | +2.2% |
| 3M | 0.0% | -0.8% | +0.8% | -0.4% |
| 6M | +2.3% | +0.4% | +1.9% | +1.1% |
| YTD | +18.4% | -14.1% | +32.6% | +22.0% |
| 1Y | +23.3% | -29.6% | +53.0% | +34.7% |
| 3Y | +45.2% | -23.1% | +68.3% | +49.9% |
| 5Y | +31.0% | -8.9% | +39.8% | +24.3% |
| 10Y | +168.8% | +146.2% | +22.5% | +76.7% |
| All | +168.8% | +142.4% | +26.4% | +76.7% |
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