+145.0%
ALL vs LEN
-4.6%
+149.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -4.1% |
| 7D | -1.9% | +2.1% | -4.0% | -2.2% |
| 30D | +13.8% | +16.6% | -2.8% | +11.5% |
| 3M | -7.0% | +5.3% | -12.3% | -7.8% |
| 6M | +18.0% | -0.8% | +18.8% | +17.5% |
| YTD | +24.2% | -11.7% | +35.9% | +25.4% |
| 1Y | +31.2% | -24.6% | +55.8% | +35.5% |
| 3Y | +107.5% | -18.7% | +126.2% | +105.2% |
| All | +145.0% | -4.6% | +149.6% | +115.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling