+1,117.4%
XLI vs LEN
+917.2%
+200.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -1.1% | -3.2% | +2.1% | -0.3% |
| 30D | -5.9% | -4.9% | -1.1% | -4.9% |
| 3M | -0.3% | -8.5% | +8.2% | +1.6% |
| 6M | +0.1% | -20.7% | +20.8% | +5.4% |
| YTD | +13.6% | -17.4% | +31.0% | +18.0% |
| 1Y | +17.2% | -38.2% | +55.4% | +30.2% |
| 3Y | +68.2% | -24.9% | +93.1% | +74.3% |
| 5Y | +80.7% | -11.4% | +92.2% | +76.3% |
| 10Y | +253.3% | +110.0% | +143.2% | +163.3% |
| All | +1,117.4% | +917.2% | +200.3% | +339.6% |
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