+998.7%
XLE vs LEN
+961.5%
+37.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +1.6% |
| 7D | -6.7% | +0.7% | -7.4% | -7.0% |
| 30D | -4.4% | +13.0% | -17.4% | -7.4% |
| 3M | +4.0% | +1.9% | +2.1% | +2.7% |
| 6M | +13.2% | -0.7% | +13.9% | +11.5% |
| YTD | +41.9% | -13.8% | +55.7% | +43.2% |
| 1Y | +41.6% | -28.1% | +69.7% | +48.4% |
| 3Y | +64.0% | -22.8% | +86.8% | +65.4% |
| 5Y | +158.1% | -7.4% | +165.5% | +143.0% |
| 10Y | +163.9% | +143.7% | +20.3% | +91.1% |
| All | +998.7% | +961.5% | +37.2% | +460.7% |
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