+208.6%
B vs LEN
+147.0%
+61.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.4% | -0.7% | -5.2% |
| 7D | +7.1% | +0.7% | +6.5% | +7.1% |
| 30D | -3.3% | +13.0% | -16.3% | -5.2% |
| 3M | -2.5% | +1.9% | -4.4% | -3.0% |
| 6M | -7.2% | -0.7% | -6.5% | -7.4% |
| YTD | -7.4% | -13.8% | +6.5% | -5.9% |
| 1Y | +16.4% | -28.1% | +44.5% | +21.1% |
| 3Y | +178.7% | -22.8% | +201.6% | +183.1% |
| 5Y | +121.7% | -7.4% | +129.1% | +115.3% |
| 10Y | +208.6% | +143.7% | +64.9% | +145.1% |
| All | +208.6% | +147.0% | +61.6% | +145.1% |
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