+422.3%
XLF vs LEN
+917.2%
-494.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | 0.0% | -3.2% | +3.2% | +1.1% |
| 30D | +0.2% | -4.9% | +5.1% | +1.7% |
| 3M | +11.7% | -8.5% | +20.2% | +14.4% |
| 6M | +13.8% | -20.7% | +34.4% | +21.8% |
| YTD | +7.0% | -17.4% | +24.4% | +12.1% |
| 1Y | +9.1% | -38.2% | +47.4% | +25.7% |
| 3Y | +75.6% | -24.9% | +100.5% | +81.7% |
| 5Y | +66.4% | -11.4% | +77.9% | +56.9% |
| 10Y | +250.3% | +110.0% | +140.2% | +115.6% |
| All | +422.3% | +917.2% | -494.9% | +23.2% |
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 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