+138.0%
B vs LEN
-4.6%
+142.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.7% | +1.1% |
| 7D | +9.6% | +2.1% | +7.5% | +9.2% |
| 30D | +3.5% | +16.6% | -13.0% | +0.7% |
| 3M | -1.6% | +5.3% | -6.9% | -2.7% |
| 6M | -1.7% | -0.8% | -0.9% | -2.0% |
| YTD | -5.3% | -11.7% | +6.4% | -4.3% |
| 1Y | +27.2% | -24.6% | +51.8% | +31.0% |
| 3Y | +166.1% | -18.7% | +184.8% | +167.0% |
| All | +138.0% | -4.6% | +142.6% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling