+42.0%
XLP vs LEN
-4.6%
+46.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.8% |
| 7D | +0.7% | +2.1% | -1.3% | +0.4% |
| 30D | +10.3% | +16.6% | -6.3% | +7.6% |
| 3M | +6.5% | +5.3% | +1.2% | +5.4% |
| 6M | +8.4% | -0.8% | +9.1% | +7.9% |
| YTD | +18.2% | -11.7% | +29.9% | +19.4% |
| 1Y | +22.4% | -24.6% | +47.0% | +26.6% |
| 3Y | +41.9% | -18.7% | +60.6% | +41.3% |
| All | +42.0% | -4.6% | +46.6% | +30.5% |
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 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