-46.5%
COMP vs LEN
+1.3%
-47.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.2% | +2.5% | +2.9% |
| 7D | +14.5% | +0.6% | +13.9% | +13.5% |
| 30D | +14.9% | +19.4% | -4.5% | -2.0% |
| 3M | -14.2% | +4.5% | -18.8% | -18.6% |
| 6M | +23.7% | +4.9% | +18.8% | +16.7% |
| YTD | +2.1% | -8.9% | +11.0% | +7.5% |
| 1Y | +26.2% | -23.0% | +49.2% | +51.7% |
| 3Y | +470.9% | -16.7% | +487.6% | +505.5% |
| 5Y | -14.0% | -4.5% | -9.6% | -31.6% |
| All | -46.5% | +1.3% | -47.7% | -56.9% |
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