+132.2%
XRT vs LEN
+136.8%
-4.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.3% | -0.6% |
| 7D | -0.4% | -8.7% | +8.3% | +3.2% |
| 30D | +7.5% | +11.6% | -4.0% | +2.6% |
| 3M | +2.3% | -1.3% | +3.6% | +2.2% |
| 6M | +12.8% | -1.4% | +14.3% | +12.1% |
| YTD | +7.1% | -16.9% | +23.9% | +12.8% |
| 1Y | +12.3% | -31.2% | +43.4% | +27.4% |
| 3Y | +57.0% | -25.6% | +82.6% | +67.5% |
| 5Y | -4.3% | -13.3% | +8.9% | -6.9% |
| All | +132.2% | +136.8% | -4.6% | +47.0% |
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