+46.0%
XOM vs LEN
-37.1%
+83.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.8% |
| 7D | +1.8% | -3.2% | +4.9% | +1.5% |
| 30D | +5.9% | -4.9% | +10.7% | +5.4% |
| 3M | +5.6% | -8.5% | +14.1% | +5.2% |
| 6M | +7.9% | -20.7% | +28.5% | +9.9% |
| YTD | +35.2% | -17.4% | +52.6% | +37.2% |
| 1Y | +46.0% | -38.2% | +84.2% | +48.0% |
| All | +46.0% | -37.1% | +83.1% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling