+672.3%
AU vs LEN
+108.0%
+564.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | -4.3% | -4.8% | +0.5% | -3.3% |
| 30D | +7.3% | -6.6% | +13.9% | +8.8% |
| 3M | +26.3% | -15.7% | +42.0% | +30.5% |
| 6M | +1.8% | -16.6% | +18.4% | +5.4% |
| YTD | +26.8% | -21.3% | +48.2% | +32.6% |
| 1Y | +66.7% | -42.0% | +108.7% | +83.9% |
| 3Y | +579.1% | -27.9% | +607.0% | +602.7% |
| 5Y | +689.3% | -10.7% | +700.0% | +665.5% |
| All | +672.3% | +108.0% | +564.2% | +539.4% |
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 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