+170.7%
XLE vs LEN
+99.2%
+71.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +2.1% |
| 7D | 0.0% | -2.9% | +2.9% | +0.7% |
| 30D | +12.6% | -8.9% | +21.5% | +15.1% |
| 3M | +11.8% | -10.9% | +22.7% | +14.2% |
| 6M | +16.1% | -19.7% | +35.7% | +21.1% |
| YTD | +46.9% | -20.6% | +67.4% | +53.0% |
| 1Y | +53.3% | -42.4% | +95.7% | +73.8% |
| 3Y | +54.9% | -26.5% | +81.5% | +57.9% |
| 5Y | +225.7% | -10.9% | +236.6% | +200.0% |
| 10Y | +170.7% | +100.6% | +70.0% | +79.1% |
| All | +170.7% | +99.2% | +71.5% | +79.1% |
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