+148.7%
XLK vs LEN
-11.2%
+159.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.7% |
| 7D | +0.2% | -4.8% | +5.0% | +1.6% |
| 30D | -0.6% | -6.6% | +5.9% | +1.2% |
| 3M | +2.6% | -15.7% | +18.2% | +7.2% |
| 6M | +34.0% | -16.6% | +50.6% | +40.1% |
| YTD | +30.7% | -21.3% | +52.0% | +37.9% |
| 1Y | +39.2% | -42.0% | +81.2% | +61.4% |
| 3Y | +120.4% | -27.9% | +148.3% | +119.8% |
| All | +148.7% | -11.2% | +159.9% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling