+39.4%
XOP vs LEN
-26.2%
+65.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +1.0% | -3.4% | +4.3% | +1.2% |
| 30D | +10.8% | -5.7% | +16.5% | +11.3% |
| 3M | +19.5% | -12.2% | +31.7% | +20.5% |
| 6M | +21.6% | -18.3% | +39.9% | +24.1% |
| YTD | +55.8% | -20.2% | +76.0% | +59.0% |
| 1Y | +54.6% | -40.1% | +94.7% | +66.7% |
| All | +39.4% | -26.2% | +65.6% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling