+41.6%
XLC vs LEN
-8.8%
+50.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.7% | +1.8% |
| 7D | +6.2% | +0.7% | +5.6% | +5.9% |
| 30D | -2.4% | +13.0% | -15.4% | -5.9% |
| 3M | -3.3% | +1.9% | -5.2% | -4.5% |
| 6M | -7.3% | -0.7% | -6.6% | -8.2% |
| YTD | -7.6% | -13.8% | +6.2% | -5.7% |
| 1Y | -3.7% | -28.1% | +24.4% | +3.5% |
| 3Y | +62.9% | -22.8% | +85.8% | +60.0% |
| 5Y | +41.6% | -7.4% | +49.0% | +16.0% |
| All | +41.6% | -8.8% | +50.5% | +16.0% |
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