+7.6%
XLF vs LEN
-41.0%
+48.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.4% |
| 7D | -1.5% | -4.8% | +3.3% | -1.0% |
| 30D | -1.2% | -6.6% | +5.4% | -0.5% |
| 3M | +9.2% | -15.7% | +24.8% | +10.9% |
| 6M | +16.3% | -16.6% | +33.0% | +17.8% |
| YTD | +5.4% | -21.3% | +26.8% | +6.2% |
| 1Y | +7.6% | -42.0% | +49.6% | +11.6% |
| All | +7.6% | -41.0% | +48.6% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling