+253.9%
XLI vs LEN
+108.0%
+145.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.4% |
| 7D | -1.7% | -4.8% | +3.1% | -0.3% |
| 30D | -7.3% | -6.6% | -0.7% | -5.5% |
| 3M | -1.3% | -15.7% | +14.3% | +3.3% |
| 6M | +2.2% | -16.6% | +18.9% | +7.2% |
| YTD | +11.7% | -21.3% | +33.1% | +18.6% |
| 1Y | +14.3% | -42.0% | +56.3% | +32.3% |
| 3Y | +70.3% | -27.9% | +98.3% | +78.5% |
| 5Y | +82.3% | -10.7% | +93.0% | +73.0% |
| All | +253.9% | +108.0% | +145.9% | +140.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling