+34.1%
XLP vs LEN
-10.8%
+44.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.0% | -3.2% | +2.2% | -0.5% |
| 30D | -0.9% | -4.9% | +4.0% | -0.2% |
| 3M | +3.8% | -8.5% | +12.3% | +5.0% |
| 6M | -1.7% | -20.7% | +18.9% | +1.4% |
| YTD | +10.3% | -17.4% | +27.7% | +12.9% |
| 1Y | +7.8% | -38.2% | +46.0% | +15.2% |
| 3Y | +27.2% | -24.9% | +52.1% | +28.5% |
| All | +34.1% | -10.8% | +44.9% | +25.4% |
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 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