+49.9%
XLE vs LEN
-21.9%
+71.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +7.1% | -11.8% | -4.0% |
| 7D | -7.2% | +10.5% | -17.7% | -6.2% |
| 30D | +0.1% | +24.6% | -24.5% | +2.4% |
| 3M | +9.2% | +6.6% | +2.6% | +10.3% |
| 6M | +8.4% | +10.6% | -2.3% | +9.6% |
| YTD | +44.9% | -8.3% | +53.2% | +48.5% |
| 1Y | +49.9% | -22.5% | +72.4% | +55.9% |
| All | +49.9% | -21.9% | +71.7% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling