+606.1%
COST vs LEN
+108.0%
+498.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | -1.2% | -4.8% | +3.6% | -0.5% |
| 30D | -4.7% | -6.6% | +1.9% | -3.7% |
| 3M | -7.1% | -15.7% | +8.5% | -4.8% |
| 6M | -8.5% | -16.6% | +8.1% | -6.4% |
| YTD | +5.4% | -21.3% | +26.7% | +8.6% |
| 1Y | -5.6% | -42.0% | +36.4% | +2.1% |
| 3Y | +68.5% | -27.9% | +96.4% | +71.5% |
| 5Y | +105.2% | -10.7% | +115.9% | +97.0% |
| All | +606.1% | +108.0% | +498.0% | +505.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling