+85.6%
XOP vs LEN
+135.4%
-49.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +2.8% |
| 7D | +0.6% | -2.9% | +3.5% | +1.4% |
| 30D | +16.5% | -8.9% | +25.4% | +19.4% |
| 3M | +15.7% | -10.9% | +26.6% | +18.3% |
| 6M | +19.2% | -19.7% | +38.9% | +24.5% |
| YTD | +55.0% | -20.6% | +75.5% | +61.6% |
| 1Y | +54.2% | -42.4% | +96.6% | +76.0% |
| 3Y | +35.9% | -26.5% | +62.4% | +39.9% |
| 5Y | +162.4% | -10.9% | +173.4% | +146.8% |
| 10Y | +50.2% | +100.6% | -50.5% | +4.0% |
| All | +85.6% | +135.4% | -49.8% | -12.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling