+823.0%
XLB vs LEN
+923.8%
-100.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.5% |
| 7D | 0.0% | -8.7% | +8.8% | +2.3% |
| 30D | +5.3% | +11.6% | -6.3% | +2.1% |
| 3M | 0.0% | -1.3% | +1.3% | -0.2% |
| 6M | +1.2% | -1.4% | +2.7% | +0.7% |
| YTD | +16.9% | -16.9% | +33.8% | +20.8% |
| 1Y | +20.9% | -31.2% | +52.1% | +30.7% |
| 3Y | +43.3% | -25.6% | +68.9% | +49.1% |
| 5Y | +28.3% | -13.3% | +41.6% | +26.0% |
| 10Y | +165.3% | +138.4% | +26.9% | +91.5% |
| All | +823.0% | +923.8% | -100.8% | +257.7% |
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 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