+124.8%
XRT vs LEN
+103.7%
+21.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | -2.4% | -3.4% | +1.0% | -1.1% |
| 30D | -6.9% | -5.7% | -1.3% | -4.8% |
| 3M | -0.4% | -12.2% | +11.8% | +4.5% |
| 6M | +2.2% | -18.3% | +20.5% | +10.0% |
| YTD | -0.7% | -20.2% | +19.5% | +7.1% |
| 1Y | -2.0% | -40.1% | +38.1% | +18.2% |
| 3Y | +41.0% | -26.2% | +67.2% | +51.6% |
| 5Y | -3.3% | -9.8% | +6.5% | -6.4% |
| 10Y | +124.8% | +109.1% | +15.7% | +46.9% |
| All | +124.8% | +103.7% | +21.1% | +46.9% |
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