-49.1%
COMP vs LEN
-4.5%
-44.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.0% |
| 7D | +2.2% | -6.4% | +8.5% | +8.0% |
| 30D | +16.3% | +15.6% | +0.7% | +2.1% |
| 3M | -19.1% | -0.8% | -18.4% | -19.6% |
| 6M | +17.1% | +0.4% | +16.8% | +14.9% |
| YTD | -2.9% | -14.1% | +11.2% | +7.7% |
| 1Y | +8.8% | -29.6% | +38.4% | +41.6% |
| 3Y | +423.5% | -23.1% | +446.6% | +497.1% |
| 5Y | -10.5% | -8.9% | -1.6% | -25.2% |
| All | -49.1% | -4.5% | -44.6% | -56.8% |
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