+778.3%
AU vs LEN
+856.8%
-78.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -0.6% |
| 7D | -0.3% | -2.9% | +2.6% | +0.1% |
| 30D | +12.8% | -8.9% | +21.6% | +14.1% |
| 3M | +28.5% | -10.9% | +39.4% | +30.2% |
| 6M | +4.8% | -19.7% | +24.5% | +7.8% |
| YTD | +31.0% | -20.6% | +51.5% | +34.7% |
| 1Y | +81.4% | -42.4% | +123.9% | +93.7% |
| 3Y | +618.4% | -26.5% | +645.0% | +635.5% |
| 5Y | +686.3% | -10.9% | +697.3% | +677.0% |
| 10Y | +664.5% | +100.6% | +563.9% | +564.0% |
| All | +778.3% | +856.8% | -78.5% | +599.4% |
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 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