+803.7%
B vs LEN
+10,533.4%
-9,729.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -1.6% | -3.2% | +1.6% | -1.4% |
| 30D | +9.4% | -4.9% | +14.3% | +9.8% |
| 3M | +5.0% | -8.5% | +13.5% | +5.5% |
| 6M | -3.5% | -20.7% | +17.1% | -2.3% |
| YTD | +4.5% | -17.4% | +21.9% | +5.5% |
| 1Y | +67.8% | -38.2% | +106.0% | +71.9% |
| 3Y | +196.7% | -24.9% | +221.6% | +199.6% |
| 5Y | +151.9% | -11.4% | +163.4% | +150.7% |
| 10Y | +202.2% | +110.0% | +92.1% | +184.5% |
| All | +803.7% | +10,533.4% | -9,729.7% | +781.2% |
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