+14.1%
XRT vs LEN
-30.4%
+44.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.7% | -5.8% | +7.5% | +3.7% |
| 30D | +7.5% | +13.7% | -6.2% | +3.3% |
| 3M | +2.2% | -3.9% | +6.1% | +3.1% |
| 6M | +14.7% | -0.4% | +15.0% | +14.0% |
| YTD | +7.5% | -16.8% | +24.3% | +10.2% |
| 1Y | +14.1% | -29.5% | +43.6% | +23.3% |
| All | +14.1% | -30.4% | +44.5% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling