+55.0%
XOP vs LEN
+108.0%
-53.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.5% |
| 7D | +2.6% | -4.8% | +7.4% | +4.0% |
| 30D | +9.6% | -6.6% | +16.2% | +11.6% |
| 3M | +20.4% | -15.7% | +36.0% | +25.4% |
| 6M | +19.9% | -16.6% | +36.5% | +24.0% |
| YTD | +56.4% | -21.3% | +77.7% | +63.8% |
| 1Y | +52.4% | -42.0% | +94.5% | +75.6% |
| 3Y | +39.9% | -27.9% | +67.8% | +43.6% |
| 5Y | +163.7% | -10.7% | +174.4% | +140.6% |
| All | +55.0% | +108.0% | -53.0% | +8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling