+264.7%
XOM vs LEN
-13.7%
+278.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.2% | +0.8% |
| 7D | +1.9% | -7.8% | +9.6% | +2.3% |
| 30D | +4.1% | -11.0% | +15.1% | +4.8% |
| 3M | +10.4% | -12.8% | +23.2% | +11.2% |
| 6M | +13.0% | -20.2% | +33.2% | +14.6% |
| YTD | +40.1% | -23.0% | +63.1% | +42.4% |
| 1Y | +51.1% | -41.8% | +92.9% | +57.9% |
| 3Y | +57.7% | -28.8% | +86.5% | +59.9% |
| 5Y | +264.7% | -12.6% | +277.3% | +255.3% |
| All | +264.7% | -13.7% | +278.4% | +255.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling