+37.8%
XLC vs LEN
-12.1%
+49.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.4% | +0.6% |
| 7D | +0.6% | -2.9% | +3.5% | +1.4% |
| 30D | +0.2% | -8.9% | +9.1% | +2.8% |
| 3M | +0.6% | -10.9% | +11.5% | +3.4% |
| 6M | -4.5% | -19.7% | +15.2% | +0.7% |
| YTD | -4.7% | -20.6% | +15.9% | +0.1% |
| 1Y | -1.7% | -42.4% | +40.8% | +13.5% |
| 3Y | +72.3% | -26.5% | +98.8% | +71.5% |
| 5Y | +37.8% | -10.9% | +48.7% | +16.9% |
| All | +37.8% | -12.1% | +49.8% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling