+998.2%
C vs LEN
+11,263.3%
-10,265.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.8% |
| 7D | -2.4% | +2.1% | -4.5% | -3.5% |
| 30D | -6.0% | +16.6% | -22.5% | -12.5% |
| 3M | -10.5% | +5.3% | -15.9% | -13.8% |
| 6M | -5.7% | -0.8% | -4.9% | -7.5% |
| YTD | +4.1% | -11.7% | +15.9% | +6.0% |
| 1Y | +20.5% | -24.6% | +45.1% | +30.4% |
| 3Y | +208.1% | -18.7% | +226.8% | +208.8% |
| 5Y | +110.4% | -4.4% | +114.8% | +87.5% |
| 10Y | +234.6% | +152.2% | +82.4% | +74.1% |
| All | +998.2% | +11,263.3% | -10,265.1% | +49.5% |
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