+10,816.5%
ADP vs LEN
+10,533.4%
+283.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -3.4% | -3.2% | -0.2% | -2.9% |
| 30D | +2.8% | -4.9% | +7.7% | +3.6% |
| 3M | +20.9% | -8.5% | +29.4% | +22.4% |
| 6M | +29.9% | -20.7% | +50.5% | +34.2% |
| YTD | +9.6% | -17.4% | +27.1% | +12.1% |
| 1Y | -5.3% | -38.2% | +33.0% | +1.7% |
| 3Y | +16.5% | -24.9% | +41.3% | +18.5% |
| 5Y | +49.4% | -11.4% | +60.8% | +45.7% |
| 10Y | +282.2% | +110.0% | +172.2% | +207.8% |
| All | +10,816.5% | +10,533.4% | +283.1% | +3,830.4% |
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