-0.7%
XRT vs LEN
-12.1%
+11.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.7% | -0.3% |
| 7D | -0.3% | -2.9% | +2.6% | +1.1% |
| 30D | -5.6% | -8.9% | +3.2% | -1.6% |
| 3M | +2.5% | -10.9% | +13.4% | +7.6% |
| 6M | +3.7% | -19.7% | +23.3% | +13.7% |
| YTD | +1.0% | -20.6% | +21.6% | +10.3% |
| 1Y | -1.2% | -42.4% | +41.2% | +25.9% |
| 3Y | +43.4% | -26.5% | +69.9% | +50.7% |
| 5Y | -0.7% | -10.9% | +10.2% | -15.0% |
| All | -0.7% | -12.1% | +11.4% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling