+3,646.0%
ALL vs LEN
+3,507.9%
+138.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -3.7% |
| 7D | -1.9% | +2.1% | -4.0% | -2.5% |
| 30D | +13.8% | +16.6% | -2.8% | +9.4% |
| 3M | -7.0% | +5.3% | -12.3% | -8.7% |
| 6M | +18.0% | -0.8% | +18.8% | +16.8% |
| YTD | +24.2% | -11.7% | +35.9% | +25.6% |
| 1Y | +31.2% | -24.6% | +55.8% | +37.6% |
| 3Y | +107.5% | -18.7% | +126.2% | +107.4% |
| 5Y | +144.8% | -4.4% | +149.2% | +128.1% |
| 10Y | +375.8% | +152.2% | +223.6% | +220.6% |
| All | +3,646.0% | +3,507.9% | +138.1% | +942.6% |
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 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