+47.6%
XOP vs LEN
-37.1%
+84.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -1.0% |
| 7D | +2.6% | -3.2% | +5.8% | +2.1% |
| 30D | +15.4% | -4.9% | +20.3% | +14.7% |
| 3M | +12.1% | -8.5% | +20.6% | +11.4% |
| 6M | +19.7% | -20.7% | +40.3% | +21.4% |
| YTD | +52.4% | -17.4% | +69.8% | +53.4% |
| 1Y | +47.6% | -38.2% | +85.8% | +52.5% |
| All | +47.6% | -37.1% | +84.7% | +52.5% |
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