+1,024.7%
XLE vs LEN
+917.2%
+107.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.6% |
| 7D | +2.2% | -3.2% | +5.4% | +2.9% |
| 30D | +11.8% | -4.9% | +16.7% | +12.8% |
| 3M | +9.8% | -8.5% | +18.3% | +11.2% |
| 6M | +15.6% | -20.7% | +36.2% | +20.0% |
| YTD | +45.3% | -17.4% | +62.7% | +49.1% |
| 1Y | +48.3% | -38.2% | +86.6% | +61.6% |
| 3Y | +55.4% | -24.9% | +80.3% | +58.6% |
| 5Y | +216.1% | -11.4% | +227.5% | +202.6% |
| 10Y | +178.4% | +110.0% | +68.4% | +109.5% |
| All | +1,024.7% | +917.2% | +107.6% | +483.7% |
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