-50.2%
COMP vs LEN
-7.6%
-42.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.0% | +0.6% |
| 7D | +8.9% | -8.7% | +17.6% | +17.6% |
| 30D | +14.0% | +11.6% | +2.4% | +3.1% |
| 3M | -21.1% | -1.3% | -19.9% | -21.3% |
| 6M | +20.1% | -1.4% | +21.5% | +19.6% |
| YTD | -5.0% | -16.9% | +11.9% | +8.4% |
| 1Y | +5.7% | -31.2% | +36.8% | +40.1% |
| 3Y | +412.2% | -25.6% | +437.8% | +500.7% |
| 5Y | -12.1% | -13.3% | +1.2% | -24.2% |
| All | -50.2% | -7.6% | -42.6% | -56.6% |
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