+144.3%
AR vs LEN
-12.1%
+156.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.4% |
| 7D | -1.8% | -2.9% | +1.0% | -1.5% |
| 30D | +12.6% | -8.9% | +21.4% | +13.6% |
| 3M | +10.0% | -10.9% | +20.9% | +11.0% |
| 6M | +0.6% | -19.7% | +20.3% | +2.9% |
| YTD | +13.4% | -20.6% | +34.0% | +15.6% |
| 1Y | +21.7% | -42.4% | +64.1% | +31.1% |
| 3Y | +45.8% | -26.5% | +72.4% | +43.4% |
| 5Y | +144.3% | -10.9% | +155.2% | +127.4% |
| All | +144.3% | -12.1% | +156.3% | +127.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling