+364.6%
ALL vs LEN
+102.8%
+261.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.5% | -1.5% |
| 7D | -1.7% | -2.9% | +1.2% | -1.1% |
| 30D | -4.7% | -8.9% | +4.2% | -2.8% |
| 3M | +18.4% | -10.9% | +29.3% | +20.6% |
| 6M | +20.5% | -19.7% | +40.2% | +25.2% |
| YTD | +23.5% | -20.6% | +44.1% | +28.3% |
| 1Y | +29.0% | -42.4% | +71.4% | +43.5% |
| 3Y | +153.7% | -26.5% | +180.3% | +158.3% |
| 5Y | +114.8% | -10.9% | +125.7% | +101.7% |
| All | +364.6% | +102.8% | +261.8% | +227.6% |
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