+200.5%
B vs LEN
+166.0%
+34.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +3.7% |
| 7D | +11.3% | +0.6% | +10.7% | +11.2% |
| 30D | +2.9% | +19.4% | -16.5% | 0.0% |
| 3M | -2.9% | +4.5% | -7.4% | -3.7% |
| 6M | -1.2% | +4.9% | -6.1% | -2.3% |
| YTD | -1.3% | -8.9% | +7.6% | -0.6% |
| 1Y | +30.4% | -23.0% | +53.4% | +34.1% |
| 3Y | +195.3% | -16.7% | +212.0% | +196.3% |
| 5Y | +146.2% | -4.5% | +150.7% | +137.9% |
| 10Y | +200.5% | +162.2% | +38.3% | +146.9% |
| All | +200.5% | +166.0% | +34.4% | +146.9% |
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