+136.8%
XLP vs LEN
+142.4%
-5.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | -0.5% | -6.4% | +5.8% | +0.5% |
| 30D | +8.3% | +15.6% | -7.3% | +5.7% |
| 3M | +8.7% | -0.8% | +9.4% | +8.5% |
| 6M | +11.2% | +0.4% | +10.8% | +10.4% |
| YTD | +20.0% | -14.1% | +34.1% | +21.8% |
| 1Y | +21.3% | -29.6% | +51.0% | +26.9% |
| 3Y | +43.8% | -23.1% | +67.0% | +45.7% |
| 5Y | +43.3% | -8.9% | +52.2% | +38.2% |
| 10Y | +136.8% | +146.2% | -9.5% | +91.9% |
| All | +136.8% | +142.4% | -5.6% | +91.9% |
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