+136.0%
XLC vs LEN
+86.6%
+49.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | +3.7% | -5.8% | +9.5% | +5.2% |
| 30D | -1.9% | +13.7% | -15.6% | -5.4% |
| 3M | -3.1% | -3.9% | +0.8% | -2.8% |
| 6M | -6.4% | -0.4% | -6.0% | -7.4% |
| YTD | -6.8% | -16.8% | +10.0% | -4.3% |
| 1Y | -1.7% | -29.5% | +27.8% | +5.1% |
| 3Y | +64.7% | -25.6% | +90.3% | +68.0% |
| 5Y | +41.1% | -13.2% | +54.3% | +33.9% |
| All | +136.0% | +86.6% | +49.4% | +71.8% |
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