+1,106.7%
XLY vs LEN
+868.7%
+238.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | -1.7% | -4.8% | +3.1% | -0.4% |
| 30D | -4.2% | -6.6% | +2.4% | -2.4% |
| 3M | -2.7% | -15.7% | +13.0% | +1.6% |
| 6M | -0.6% | -16.6% | +16.0% | +3.8% |
| YTD | -5.0% | -21.3% | +16.3% | +0.4% |
| 1Y | -4.1% | -42.0% | +37.9% | +9.9% |
| 3Y | +33.6% | -27.9% | +61.5% | +41.2% |
| 5Y | +28.7% | -10.7% | +39.4% | +26.9% |
| 10Y | +219.6% | +106.1% | +113.5% | +134.9% |
| All | +1,106.7% | +868.7% | +238.0% | +311.6% |
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