-49.3%
COMP vs LEN
-1.8%
-47.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.1% | +13.8% | +13.4% |
| 7D | +13.4% | +2.1% | +11.4% | +11.0% |
| 30D | +11.1% | +16.6% | -5.5% | -3.3% |
| 3M | -18.8% | +5.3% | -24.1% | -23.7% |
| 6M | +10.5% | -0.8% | +11.3% | +9.4% |
| YTD | -3.4% | -11.7% | +8.3% | +4.5% |
| 1Y | +19.7% | -24.6% | +44.3% | +46.3% |
| 3Y | +381.6% | -18.7% | +400.3% | +420.6% |
| 5Y | -17.6% | -4.4% | -13.2% | -33.3% |
| All | -49.3% | -1.8% | -47.5% | -58.1% |
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