+141.3%
XLC vs LEN
+72.8%
+68.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.5% |
| 7D | -1.7% | -7.8% | +6.1% | +0.3% |
| 30D | +0.2% | -11.0% | +11.2% | +3.1% |
| 3M | +0.7% | -12.8% | +13.5% | +3.8% |
| 6M | -4.5% | -20.2% | +15.7% | +0.3% |
| YTD | -4.7% | -23.0% | +18.3% | +0.4% |
| 1Y | -1.5% | -41.8% | +40.3% | +11.1% |
| 3Y | +72.2% | -28.8% | +101.0% | +78.3% |
| 5Y | +39.3% | -12.6% | +51.9% | +33.0% |
| All | +141.3% | +72.8% | +68.6% | +80.2% |
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 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