+1,025.2%
C vs LEN
+11,627.0%
-10,601.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.7% | +1.1% |
| 7D | -0.9% | +0.6% | -1.5% | -1.4% |
| 30D | -5.4% | +19.4% | -24.8% | -12.8% |
| 3M | -9.2% | +4.5% | -13.7% | -12.1% |
| 6M | -1.8% | +4.9% | -6.7% | -5.8% |
| YTD | +6.7% | -8.9% | +15.6% | +7.1% |
| 1Y | +23.5% | -23.0% | +46.5% | +32.5% |
| 3Y | +219.8% | -16.7% | +236.5% | +217.3% |
| 5Y | +112.4% | -4.5% | +116.9% | +89.5% |
| 10Y | +220.1% | +162.2% | +57.9% | +63.8% |
| All | +1,025.2% | +11,627.0% | -10,601.8% | +51.2% |
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