+131.1%
ADI vs LEN
-13.7%
+144.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.3% |
| 7D | +1.3% | -7.8% | +9.1% | +4.5% |
| 30D | -6.0% | -11.0% | +5.1% | -1.8% |
| 3M | -7.7% | -12.8% | +5.1% | -3.4% |
| 6M | +14.0% | -20.2% | +34.2% | +23.2% |
| YTD | +34.4% | -23.0% | +57.4% | +46.5% |
| 1Y | +48.0% | -41.8% | +89.8% | +80.0% |
| 3Y | +113.3% | -28.8% | +142.1% | +125.4% |
| 5Y | +131.1% | -12.6% | +143.7% | +115.2% |
| All | +131.1% | -13.7% | +144.7% | +115.2% |
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