+1,477.5%
XLK vs LEN
+882.8%
+594.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +2.3% | -3.4% | +5.7% | +3.1% |
| 30D | +0.8% | -5.7% | +6.5% | +2.1% |
| 3M | +4.1% | -12.2% | +16.3% | +6.9% |
| 6M | +34.8% | -18.3% | +53.0% | +40.4% |
| YTD | +30.8% | -20.2% | +51.0% | +36.5% |
| 1Y | +42.4% | -40.1% | +82.4% | +58.2% |
| 3Y | +121.8% | -26.2% | +148.0% | +129.1% |
| 5Y | +146.6% | -9.8% | +156.4% | +139.9% |
| 10Y | +804.3% | +109.1% | +695.1% | +579.8% |
| All | +1,477.5% | +882.8% | +594.7% | +425.5% |
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 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