+44.3%
AR vs LEN
+103.7%
-59.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -1.2% | -3.4% | +2.2% | -0.3% |
| 30D | +5.5% | -5.7% | +11.2% | +7.1% |
| 3M | +12.9% | -12.2% | +25.1% | +16.0% |
| 6M | +0.1% | -18.3% | +18.4% | +4.2% |
| YTD | +13.5% | -20.2% | +33.7% | +18.0% |
| 1Y | +21.6% | -40.1% | +61.6% | +37.4% |
| 3Y | +46.0% | -26.2% | +72.2% | +46.2% |
| 5Y | +143.7% | -9.8% | +153.6% | +118.4% |
| 10Y | +44.3% | +109.1% | -64.8% | -16.6% |
| All | +44.3% | +103.7% | -59.4% | -16.6% |
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 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