-8.7%
COMP vs LEN
-13.2%
+4.5%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | 0.0% | -5.8% | +5.8% | +5.7% |
| 30D | +16.6% | +13.7% | +2.8% | +3.0% |
| 3M | -23.5% | -3.9% | -19.7% | -21.8% |
| 6M | +25.7% | -0.4% | +26.1% | +23.7% |
| YTD | -3.4% | -16.8% | +13.4% | +10.7% |
| 1Y | +7.6% | -29.5% | +37.1% | +41.4% |
| 3Y | +423.6% | -25.6% | +449.2% | +503.1% |
| All | -8.7% | -13.2% | +4.5% | -28.9% |
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