+381.6%
COMP vs LEN
-18.1%
+399.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.1% | +13.8% | +13.1% |
| 7D | +13.4% | +2.1% | +11.4% | +11.3% |
| 30D | +11.1% | +16.6% | -5.5% | -1.7% |
| 3M | -18.8% | +5.3% | -24.1% | -22.9% |
| 6M | +10.5% | -0.8% | +11.3% | +9.9% |
| YTD | -3.4% | -11.7% | +8.3% | +2.9% |
| 1Y | +19.7% | -24.6% | +44.3% | +41.5% |
| 3Y | +381.6% | -18.7% | +400.3% | +237.2% |
| All | +381.6% | -18.1% | +399.7% | +237.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling