+3,716.0%
ALL vs LEN
+3,276.1%
+439.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | 0.0% | -3.2% | +3.2% | +0.8% |
| 30D | -1.5% | -4.9% | +3.4% | -0.4% |
| 3M | +23.6% | -8.5% | +32.1% | +25.5% |
| 6M | +22.3% | -20.7% | +43.0% | +28.1% |
| YTD | +26.5% | -17.4% | +43.9% | +30.7% |
| 1Y | +27.0% | -38.2% | +65.3% | +40.4% |
| 3Y | +149.6% | -24.9% | +174.5% | +155.2% |
| 5Y | +118.1% | -11.4% | +129.5% | +107.8% |
| 10Y | +369.0% | +110.0% | +258.9% | +232.2% |
| All | +3,716.0% | +3,276.1% | +439.8% | +984.8% |
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