-50.4%
COMP vs LEN
-4.1%
-46.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -5.4% | -2.0% | -2.8% |
| 7D | +7.2% | +0.7% | +6.5% | +6.5% |
| 30D | +6.4% | +13.0% | -6.6% | -4.7% |
| 3M | -19.4% | +1.9% | -21.3% | -21.7% |
| 6M | +14.6% | -0.7% | +15.3% | +13.5% |
| YTD | -5.5% | -13.8% | +8.3% | +4.5% |
| 1Y | +13.7% | -28.1% | +41.7% | +45.2% |
| 3Y | +409.7% | -22.8% | +432.5% | +479.5% |
| 5Y | -17.0% | -7.4% | -9.7% | -31.2% |
| All | -50.4% | -4.1% | -46.3% | -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