-17.9%
COMP vs LEN
-4.6%
-13.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.1% | +13.8% | +13.5% |
| 7D | +13.4% | +2.1% | +11.4% | +10.8% |
| 30D | +11.1% | +16.6% | -5.5% | -4.0% |
| 3M | -18.8% | +5.3% | -24.1% | -24.0% |
| 6M | +10.5% | -0.8% | +11.3% | +9.2% |
| YTD | -3.4% | -11.7% | +8.3% | +4.7% |
| 1Y | +19.7% | -24.6% | +44.3% | +47.7% |
| 3Y | +381.6% | -18.7% | +400.3% | +408.4% |
| All | -17.9% | -4.6% | -13.2% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling