+279.0%
ADP vs LEN
+103.7%
+175.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -5.7% | -3.4% | -2.3% | -4.9% |
| 30D | -3.1% | -5.7% | +2.6% | -1.8% |
| 3M | +15.6% | -12.2% | +27.8% | +18.6% |
| 6M | +20.8% | -18.3% | +39.1% | +25.5% |
| YTD | +4.7% | -20.2% | +24.9% | +8.7% |
| 1Y | -8.3% | -40.1% | +31.8% | +2.0% |
| 3Y | +13.6% | -26.2% | +39.7% | +15.3% |
| 5Y | +45.0% | -9.8% | +54.9% | +35.4% |
| 10Y | +279.0% | +109.1% | +169.8% | +160.8% |
| All | +279.0% | +103.7% | +175.3% | +160.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling