+164.5%
XLB vs LEN
+103.7%
+60.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.2% |
| 7D | -2.9% | -3.4% | +0.4% | -1.9% |
| 30D | -3.4% | -5.7% | +2.3% | -1.7% |
| 3M | +1.6% | -12.2% | +13.8% | +5.3% |
| 6M | +3.6% | -18.3% | +21.9% | +9.4% |
| YTD | +14.2% | -20.2% | +34.4% | +21.1% |
| 1Y | +15.6% | -40.1% | +55.6% | +33.3% |
| 3Y | +33.1% | -26.2% | +59.3% | +39.8% |
| 5Y | +35.0% | -9.8% | +44.9% | +29.3% |
| 10Y | +164.5% | +109.1% | +55.4% | +80.2% |
| All | +164.5% | +103.7% | +60.8% | +80.2% |
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 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