+513.3%
XRT vs LEN
+144.8%
+368.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +0.8% | -3.2% | +4.0% | +1.9% |
| 30D | -4.2% | -4.9% | +0.7% | -2.7% |
| 3M | +5.1% | -8.5% | +13.6% | +7.8% |
| 6M | +2.4% | -20.7% | +23.1% | +9.8% |
| YTD | +3.2% | -17.4% | +20.6% | +8.6% |
| 1Y | +1.5% | -38.2% | +39.8% | +17.0% |
| 3Y | +40.6% | -24.9% | +65.4% | +49.3% |
| 5Y | -1.0% | -11.4% | +10.5% | -1.2% |
| 10Y | +128.4% | +110.0% | +18.4% | +63.0% |
| All | +513.3% | +144.8% | +368.6% | +197.5% |
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