+640.9%
XLU vs LEN
+882.8%
-241.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | +0.6% | -3.4% | +4.0% | +1.1% |
| 30D | -0.4% | -5.7% | +5.2% | +0.3% |
| 3M | -1.7% | -12.2% | +10.5% | -0.3% |
| 6M | -7.1% | -18.3% | +11.2% | -5.0% |
| YTD | +1.9% | -20.2% | +22.1% | +4.4% |
| 1Y | +6.1% | -40.1% | +46.2% | +12.6% |
| 3Y | +48.8% | -26.2% | +75.0% | +51.7% |
| 5Y | +43.8% | -9.8% | +53.6% | +40.9% |
| 10Y | +143.2% | +109.1% | +34.0% | +105.5% |
| All | +640.9% | +882.8% | -241.9% | +334.8% |
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