+149.9%
XLE vs LEN
-4.6%
+154.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.2% |
| 7D | -12.0% | +2.1% | -14.1% | -12.2% |
| 30D | -2.7% | +16.6% | -19.3% | -4.2% |
| 3M | +6.6% | +5.3% | +1.3% | +5.8% |
| 6M | +9.5% | -0.8% | +10.3% | +9.1% |
| YTD | +40.6% | -11.7% | +52.3% | +41.8% |
| 1Y | +43.6% | -24.6% | +68.2% | +48.0% |
| 3Y | +58.1% | -18.7% | +76.8% | +58.3% |
| All | +149.9% | -4.6% | +154.5% | +131.2% |
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