+719.1%
B vs LEN
+11,263.3%
-10,544.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.7% | +0.7% |
| 7D | +9.6% | +2.1% | +7.5% | +9.5% |
| 30D | +3.5% | +16.6% | -13.0% | +2.5% |
| 3M | -1.6% | +5.3% | -6.9% | -2.0% |
| 6M | -1.7% | -0.8% | -0.9% | -1.8% |
| YTD | -5.3% | -11.7% | +6.4% | -4.8% |
| 1Y | +27.2% | -24.6% | +51.8% | +28.9% |
| 3Y | +166.1% | -18.7% | +184.8% | +167.3% |
| 5Y | +136.5% | -4.4% | +140.9% | +134.2% |
| 10Y | +172.2% | +152.2% | +20.0% | +153.9% |
| All | +719.1% | +11,263.3% | -10,544.2% | +694.9% |
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 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