+136.2%
XLP vs LEN
+136.8%
-0.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.1% |
| 7D | -0.2% | -8.7% | +8.5% | +1.2% |
| 30D | +8.2% | +11.6% | -3.4% | +6.2% |
| 3M | +7.7% | -1.3% | +9.0% | +7.6% |
| 6M | +9.3% | -1.4% | +10.7% | +8.9% |
| YTD | +19.5% | -16.9% | +36.4% | +21.9% |
| 1Y | +21.0% | -31.2% | +52.2% | +27.0% |
| 3Y | +43.2% | -25.6% | +68.8% | +45.8% |
| 5Y | +42.7% | -13.3% | +56.0% | +38.7% |
| All | +136.2% | +136.8% | -0.7% | +92.4% |
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