+14.0%
XLB vs LEN
-42.7%
+56.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.3% |
| 7D | -3.5% | -7.8% | +4.2% | -1.5% |
| 30D | -4.7% | -11.0% | +6.4% | -1.8% |
| 3M | +2.7% | -12.8% | +15.5% | +5.9% |
| 6M | +2.6% | -20.2% | +22.8% | +7.7% |
| YTD | +12.8% | -23.0% | +35.9% | +19.4% |
| 1Y | +14.0% | -41.8% | +55.8% | +25.9% |
| All | +14.0% | -42.7% | +56.7% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling