+820.5%
XLB vs LEN
+917.2%
-96.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.4% | -3.2% | +1.8% | -0.6% |
| 30D | -0.4% | -4.9% | +4.5% | +0.8% |
| 3M | +2.0% | -8.5% | +10.5% | +4.0% |
| 6M | +1.8% | -20.7% | +22.5% | +7.3% |
| YTD | +16.6% | -17.4% | +34.0% | +21.3% |
| 1Y | +16.9% | -38.2% | +55.2% | +30.4% |
| 3Y | +32.6% | -24.9% | +57.4% | +38.1% |
| 5Y | +35.6% | -11.4% | +47.1% | +33.1% |
| 10Y | +160.0% | +110.0% | +50.0% | +94.3% |
| All | +820.5% | +917.2% | -96.6% | +259.2% |
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 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