+46.3%
XLU vs LEN
-27.3%
+73.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | -1.6% | -4.8% | +3.2% | -1.0% |
| 30D | -3.3% | -6.6% | +3.3% | -2.6% |
| 3M | -3.2% | -15.7% | +12.5% | -1.3% |
| 6M | -7.0% | -16.6% | +9.7% | -5.2% |
| YTD | +0.6% | -21.3% | +22.0% | +3.1% |
| 1Y | +2.4% | -42.0% | +44.5% | +8.9% |
| 3Y | +46.3% | -27.9% | +74.2% | +39.0% |
| All | +46.3% | -27.3% | +73.5% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling