+193.4%
B vs LEN
+99.2%
+94.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.4% | -0.9% |
| 7D | +2.3% | -2.9% | +5.2% | +2.8% |
| 30D | +1.4% | -8.9% | +10.2% | +2.8% |
| 3M | +12.2% | -10.9% | +23.1% | +14.0% |
| 6M | -2.1% | -19.7% | +17.5% | +0.9% |
| YTD | +2.9% | -20.6% | +23.5% | +6.1% |
| 1Y | +55.3% | -42.4% | +97.7% | +66.9% |
| 3Y | +198.7% | -26.5% | +225.2% | +205.9% |
| 5Y | +153.8% | -10.9% | +164.7% | +148.2% |
| 10Y | +193.4% | +100.6% | +92.8% | +160.8% |
| All | +193.4% | +99.2% | +94.2% | +160.8% |
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