+891.0%
XLV vs LEN
+848.0%
+43.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +3.0% | 0.0% |
| 7D | -4.4% | -7.8% | +3.4% | -3.2% |
| 30D | -1.4% | -11.0% | +9.6% | +0.4% |
| 3M | +8.9% | -12.8% | +21.6% | +11.0% |
| 6M | +9.1% | -20.2% | +29.3% | +12.5% |
| YTD | +7.9% | -23.0% | +31.0% | +11.7% |
| 1Y | +22.7% | -41.8% | +64.6% | +32.4% |
| 3Y | +31.9% | -28.8% | +60.7% | +36.0% |
| 5Y | +34.9% | -12.6% | +47.5% | +32.7% |
| 10Y | +173.9% | +101.7% | +72.1% | +125.9% |
| All | +891.0% | +848.0% | +43.0% | +389.0% |
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 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