+3,631.0%
ALL vs LEN
+3,623.3%
+7.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.2% |
| 7D | -3.9% | +0.6% | -4.5% | -4.1% |
| 30D | +10.6% | +19.4% | -8.8% | +5.7% |
| 3M | -4.6% | +4.5% | -9.1% | -6.1% |
| 6M | +20.2% | +4.9% | +15.3% | +17.3% |
| YTD | +23.7% | -8.9% | +32.6% | +24.1% |
| 1Y | +27.9% | -23.0% | +50.9% | +33.4% |
| 3Y | +109.2% | -16.7% | +125.9% | +107.8% |
| 5Y | +148.0% | -4.5% | +152.4% | +131.2% |
| 10Y | +363.8% | +162.2% | +201.6% | +209.5% |
| All | +3,631.0% | +3,623.3% | +7.7% | +930.3% |
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