+142.5%
XLC vs LEN
+85.4%
+57.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -0.8% | -3.2% | +2.3% | 0.0% |
| 30D | +1.0% | -4.9% | +5.9% | +2.2% |
| 3M | -0.7% | -8.5% | +7.8% | +1.1% |
| 6M | -5.1% | -20.7% | +15.5% | -0.2% |
| YTD | -4.3% | -17.4% | +13.1% | -0.8% |
| 1Y | -0.6% | -38.2% | +37.7% | +10.6% |
| 3Y | +72.7% | -24.9% | +97.6% | +76.5% |
| 5Y | +38.0% | -11.4% | +49.4% | +31.1% |
| All | +142.5% | +85.4% | +57.1% | +78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling