+45.8%
XRT vs LEN
-22.2%
+67.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +0.8% | -3.2% | +4.0% | +2.0% |
| 30D | -4.2% | -4.9% | +0.7% | -2.5% |
| 3M | +5.1% | -8.5% | +13.6% | +8.2% |
| 6M | +2.4% | -20.7% | +23.1% | +10.7% |
| YTD | +3.2% | -17.4% | +20.6% | +9.0% |
| 1Y | +1.5% | -38.2% | +39.8% | +19.8% |
| All | +45.8% | -22.2% | +67.9% | +47.4% |
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