+508.9%
XLP vs LEN
+917.2%
-408.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -1.0% | -3.2% | +2.2% | -0.6% |
| 30D | -0.9% | -4.9% | +4.0% | -0.3% |
| 3M | +3.8% | -8.5% | +12.3% | +4.7% |
| 6M | -1.7% | -20.7% | +18.9% | +0.7% |
| YTD | +10.3% | -17.4% | +27.7% | +12.3% |
| 1Y | +7.8% | -38.2% | +46.0% | +13.4% |
| 3Y | +27.2% | -24.9% | +52.1% | +29.3% |
| 5Y | +32.5% | -11.4% | +44.0% | +30.5% |
| 10Y | +101.8% | +110.0% | -8.2% | +73.8% |
| All | +508.9% | +917.2% | -408.2% | +295.5% |
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