+371.6%
ALL vs LEN
+136.9%
+234.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | +5.0% | -5.8% | +10.8% | +6.2% |
| 30D | +13.3% | +13.7% | -0.4% | +10.1% |
| 3M | +3.2% | -3.9% | +7.0% | +3.5% |
| 6M | +25.3% | -0.4% | +25.7% | +23.9% |
| YTD | +30.5% | -16.8% | +47.3% | +33.5% |
| 1Y | +29.2% | -29.5% | +58.7% | +36.9% |
| 3Y | +119.1% | -25.6% | +144.7% | +122.0% |
| 5Y | +162.6% | -13.2% | +175.8% | +148.0% |
| All | +371.6% | +136.9% | +234.7% | +231.2% |
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 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