+36.5%
XLB vs LEN
-12.1%
+48.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.9% | +0.2% |
| 7D | -0.2% | -2.9% | +2.6% | +0.6% |
| 30D | -1.7% | -8.9% | +7.1% | +1.0% |
| 3M | +4.4% | -10.9% | +15.3% | +7.7% |
| 6M | +5.0% | -19.7% | +24.7% | +11.4% |
| YTD | +15.5% | -20.6% | +36.1% | +22.5% |
| 1Y | +14.9% | -42.4% | +57.3% | +34.2% |
| 3Y | +34.5% | -26.5% | +61.1% | +39.9% |
| 5Y | +36.5% | -10.9% | +47.5% | +25.7% |
| All | +36.5% | -12.1% | +48.6% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling