+39.2%
XLK vs LEN
-41.0%
+80.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.1% |
| 7D | +0.2% | -4.8% | +5.0% | +0.6% |
| 30D | -0.6% | -6.6% | +5.9% | -0.1% |
| 3M | +2.6% | -15.7% | +18.2% | +4.0% |
| 6M | +34.0% | -16.6% | +50.6% | +34.4% |
| YTD | +30.7% | -21.3% | +52.0% | +31.0% |
| 1Y | +39.2% | -42.0% | +81.2% | +37.5% |
| All | +39.2% | -41.0% | +80.1% | +37.5% |
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