+51.7%
XOP vs LEN
+136.9%
-85.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +6.3% | -5.8% | +12.1% | +8.0% |
| 30D | -6.6% | +13.7% | -20.3% | -10.7% |
| 3M | +3.6% | -3.9% | +7.4% | +3.4% |
| 6M | +10.8% | -0.4% | +11.1% | +8.1% |
| YTD | +48.3% | -16.8% | +65.1% | +51.1% |
| 1Y | +42.9% | -29.5% | +72.4% | +53.3% |
| 3Y | +43.3% | -25.6% | +68.9% | +44.8% |
| 5Y | +94.0% | -13.2% | +107.2% | +78.3% |
| All | +51.7% | +136.9% | -85.3% | +2.0% |
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 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