+12,790.5%
BLK vs LEN
+1,478.0%
+11,312.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -2.7% | -3.4% | +0.7% | -1.6% |
| 30D | -4.8% | -5.7% | +0.9% | -3.1% |
| 3M | +6.5% | -12.2% | +18.7% | +10.4% |
| 6M | +13.1% | -18.3% | +31.4% | +19.7% |
| YTD | +1.8% | -20.2% | +22.0% | +8.0% |
| 1Y | -1.0% | -40.1% | +39.1% | +14.5% |
| 3Y | +66.0% | -26.2% | +92.1% | +75.6% |
| 5Y | +31.2% | -9.8% | +41.1% | +28.2% |
| 10Y | +278.5% | +109.1% | +169.4% | +163.1% |
| All | +12,790.5% | +1,478.0% | +11,312.4% | +4,273.3% |
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