+1,019.2%
XLE vs LEN
+957.5%
+61.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +1.9% |
| 7D | -0.2% | -6.4% | +6.1% | +1.1% |
| 30D | -4.0% | +15.6% | -19.6% | -7.4% |
| 3M | +4.6% | -0.8% | +5.4% | +3.9% |
| 6M | +12.3% | +0.4% | +11.9% | +10.4% |
| YTD | +44.5% | -14.1% | +58.7% | +46.0% |
| 1Y | +42.4% | -29.6% | +72.1% | +50.0% |
| 3Y | +67.0% | -23.1% | +90.2% | +68.7% |
| 5Y | +161.9% | -8.9% | +170.8% | +147.5% |
| 10Y | +173.9% | +146.2% | +27.6% | +97.9% |
| All | +1,019.2% | +957.5% | +61.8% | +471.6% |
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