+461.4%
BE vs LEN
-8.8%
+470.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.4% | +1.0% | -1.8% |
| 7D | -13.4% | +0.7% | -14.0% | -13.9% |
| 30D | -33.9% | +13.0% | -46.9% | -39.0% |
| 3M | -12.0% | +1.9% | -13.9% | -14.9% |
| 6M | -29.0% | -0.7% | -28.2% | -31.1% |
| YTD | +113.4% | -13.8% | +127.2% | +120.4% |
| 1Y | +33.2% | -28.1% | +61.3% | +51.2% |
| 3Y | +1,659.2% | -22.8% | +1,682.0% | +1,576.0% |
| 5Y | +461.4% | -7.4% | +468.7% | +294.8% |
| All | +461.4% | -8.8% | +470.2% | +294.8% |
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 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