+54.3%
AR vs LEN
+136.9%
-82.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +7.4% | -5.8% | +13.2% | +8.9% |
| 30D | +5.8% | +13.7% | -7.9% | +1.4% |
| 3M | +5.2% | -3.9% | +9.1% | +5.2% |
| 6M | +5.4% | -0.4% | +5.8% | +3.3% |
| YTD | +12.4% | -16.8% | +29.3% | +14.5% |
| 1Y | +12.8% | -29.5% | +42.3% | +20.5% |
| 3Y | +47.2% | -25.6% | +72.8% | +46.6% |
| 5Y | +101.1% | -13.2% | +114.4% | +82.5% |
| All | +54.3% | +136.9% | -82.6% | -18.6% |
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