+208.8%
C vs LEN
+147.0%
+61.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +2.0% |
| 7D | -0.4% | +0.7% | -1.0% | -0.7% |
| 30D | -5.2% | +13.0% | -18.2% | -9.5% |
| 3M | -9.1% | +1.9% | -11.0% | -10.6% |
| 6M | -1.6% | -0.7% | -0.9% | -2.9% |
| YTD | +6.9% | -13.8% | +20.8% | +9.5% |
| 1Y | +23.0% | -28.1% | +51.1% | +33.7% |
| 3Y | +216.1% | -22.8% | +239.0% | +221.6% |
| 5Y | +112.2% | -7.4% | +119.6% | +93.2% |
| 10Y | +208.8% | +143.7% | +65.1% | +68.4% |
| All | +208.8% | +147.0% | +61.8% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling