-54.2%
COMP vs LEN
+1.3%
-55.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.7% | -7.5% | -7.6% |
| 7D | -1.8% | +7.2% | -9.0% | -7.7% |
| 30D | -0.8% | +19.1% | -19.8% | -14.9% |
| 3M | -28.1% | +4.9% | -33.0% | -31.9% |
| 6M | +27.0% | +7.6% | +19.4% | +18.5% |
| YTD | -12.8% | -8.9% | -3.9% | -7.9% |
| 1Y | +4.9% | -22.7% | +27.6% | +26.0% |
| 3Y | +321.0% | -16.8% | +337.8% | +348.5% |
| 5Y | -25.6% | -1.4% | -24.2% | -41.2% |
| All | -54.2% | +1.3% | -55.6% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling