+548.2%
XRT vs LEN
+154.5%
+393.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.4% | -6.4% | +4.9% | +0.7% |
| 30D | +9.8% | +15.6% | -5.9% | +4.5% |
| 3M | +3.3% | -0.8% | +4.0% | +3.0% |
| 6M | +13.6% | +0.4% | +13.2% | +12.5% |
| YTD | +9.1% | -14.1% | +23.2% | +12.8% |
| 1Y | +15.1% | -29.6% | +44.7% | +26.7% |
| 3Y | +59.9% | -23.1% | +83.1% | +68.1% |
| 5Y | -1.7% | -8.9% | +7.1% | -3.3% |
| 10Y | +141.1% | +146.2% | -5.1% | +63.2% |
| All | +548.2% | +154.5% | +393.7% | +208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling