+561.3%
XLP vs LEN
+1,021.9%
-460.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +3.5% | +7.2% | -3.7% | +2.6% |
| 30D | +11.6% | +19.1% | -7.5% | +9.2% |
| 3M | +7.6% | +4.9% | +2.7% | +6.8% |
| 6M | +10.0% | +7.6% | +2.4% | +8.6% |
| YTD | +19.7% | -8.9% | +28.6% | +20.3% |
| 1Y | +23.5% | -22.7% | +46.2% | +26.3% |
| 3Y | +44.0% | -16.8% | +60.8% | +44.4% |
| 5Y | +42.7% | -1.4% | +44.0% | +38.5% |
| 10Y | +131.3% | +160.3% | -28.9% | +94.2% |
| All | +561.3% | +1,021.9% | -460.6% | +323.7% |
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