-29.9%
COMP vs LEN
-10.8%
-19.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +1.5% |
| 7D | +1.4% | -3.2% | +4.6% | +4.5% |
| 30D | -13.3% | -4.9% | -8.4% | -9.3% |
| 3M | +41.1% | -8.5% | +49.6% | +52.3% |
| 6M | +17.2% | -20.7% | +37.8% | +45.8% |
| YTD | +5.2% | -17.4% | +22.6% | +23.1% |
| 1Y | +18.9% | -38.2% | +57.2% | +80.0% |
| 3Y | +215.9% | -24.9% | +240.8% | +265.4% |
| All | -29.9% | -10.8% | -19.1% | -41.4% |
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