+551.0%
XRT vs LEN
+169.9%
+381.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +2.6% |
| 7D | +2.5% | +0.6% | +1.9% | +2.3% |
| 30D | +10.3% | +19.4% | -9.1% | +4.0% |
| 3M | +2.4% | +4.5% | -2.2% | +0.4% |
| 6M | +10.0% | +4.9% | +5.1% | +7.4% |
| YTD | +9.5% | -8.9% | +18.5% | +11.2% |
| 1Y | +17.2% | -23.0% | +40.1% | +25.3% |
| 3Y | +62.0% | -16.7% | +78.7% | +65.9% |
| 5Y | -2.1% | -4.5% | +2.4% | -5.1% |
| 10Y | +152.6% | +162.2% | -9.6% | +67.6% |
| All | +551.0% | +169.9% | +381.1% | +204.5% |
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