+368.4%
ALL vs LEN
+147.0%
+221.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.4% | +8.3% | +4.0% |
| 7D | -0.1% | +0.7% | -0.8% | -0.4% |
| 30D | +13.8% | +13.0% | +0.8% | +10.7% |
| 3M | -2.8% | +1.9% | -4.7% | -3.6% |
| 6M | +23.7% | -0.7% | +24.4% | +22.4% |
| YTD | +27.3% | -13.8% | +41.1% | +29.3% |
| 1Y | +30.5% | -28.1% | +58.6% | +37.9% |
| 3Y | +113.0% | -22.8% | +135.8% | +114.2% |
| 5Y | +157.6% | -7.4% | +164.9% | +139.6% |
| 10Y | +368.4% | +143.7% | +224.7% | +224.5% |
| All | +368.4% | +147.0% | +221.4% | +224.5% |
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