+135.8%
XLC vs LEN
+92.7%
+43.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +3.5% | -6.4% | +9.8% | +5.1% |
| 30D | -2.6% | +15.6% | -18.2% | -6.3% |
| 3M | -2.1% | -0.8% | -1.3% | -2.5% |
| 6M | -5.5% | +0.4% | -5.9% | -6.6% |
| YTD | -6.9% | -14.1% | +7.2% | -5.1% |
| 1Y | -3.7% | -29.6% | +25.9% | +3.1% |
| 3Y | +64.2% | -23.1% | +87.3% | +66.2% |
| 5Y | +43.0% | -8.9% | +51.9% | +34.2% |
| All | +135.8% | +92.7% | +43.1% | +70.3% |
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