+580.0%
XYZ vs LEN
+99.2%
+480.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -1.1% |
| 7D | +2.9% | -2.9% | +5.7% | +4.6% |
| 30D | +1.4% | -8.9% | +10.2% | +6.7% |
| 3M | +14.6% | -10.9% | +25.5% | +21.4% |
| 6M | +20.8% | -19.7% | +40.4% | +34.9% |
| YTD | +23.1% | -20.6% | +43.6% | +36.4% |
| 1Y | +5.6% | -42.4% | +48.1% | +39.2% |
| 3Y | +50.9% | -26.5% | +77.5% | +63.6% |
| 5Y | -68.6% | -10.9% | -57.6% | -69.6% |
| 10Y | +580.0% | +100.6% | +479.3% | +317.8% |
| All | +580.0% | +99.2% | +480.8% | +317.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling