+135.9%
XLU vs LEN
+108.0%
+27.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.7% |
| 7D | -1.6% | -4.8% | +3.2% | -0.8% |
| 30D | -3.3% | -6.6% | +3.3% | -2.2% |
| 3M | -3.2% | -15.7% | +12.5% | -0.5% |
| 6M | -7.0% | -16.6% | +9.7% | -4.4% |
| YTD | +0.6% | -21.3% | +22.0% | +4.2% |
| 1Y | +2.4% | -42.0% | +44.5% | +11.8% |
| 3Y | +46.3% | -27.9% | +74.2% | +49.9% |
| 5Y | +44.0% | -10.7% | +54.7% | +38.2% |
| All | +135.9% | +108.0% | +27.9% | +80.9% |
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