+911.5%
BE vs LEN
+83.7%
+827.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +8.0% |
| 7D | +20.0% | -3.2% | +23.2% | +22.3% |
| 30D | +7.9% | -4.9% | +12.8% | +10.7% |
| 3M | -13.2% | -8.5% | -4.7% | -9.9% |
| 6M | +53.5% | -20.7% | +74.1% | +73.4% |
| YTD | +191.0% | -17.4% | +208.4% | +216.6% |
| 1Y | +360.5% | -38.2% | +398.8% | +487.2% |
| 3Y | +1,568.0% | -24.9% | +1,592.9% | +1,630.2% |
| 5Y | +1,055.2% | -11.4% | +1,066.6% | +946.5% |
| All | +911.5% | +83.7% | +827.8% | +351.2% |
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