+11,671.2%
COST vs LEN
+10,125.0%
+1,546.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.1% |
| 7D | -3.2% | -2.9% | -0.3% | -2.7% |
| 30D | -4.0% | -8.9% | +4.9% | -2.4% |
| 3M | -6.5% | -10.9% | +4.4% | -4.8% |
| 6M | -8.5% | -19.7% | +11.1% | -5.5% |
| YTD | +6.0% | -20.6% | +26.6% | +9.5% |
| 1Y | -5.8% | -42.4% | +36.6% | +3.0% |
| 3Y | +71.8% | -26.5% | +98.4% | +75.7% |
| 5Y | +106.2% | -10.9% | +117.2% | +100.6% |
| 10Y | +602.0% | +100.6% | +501.4% | +448.8% |
| All | +11,671.2% | +10,125.0% | +1,546.1% | +2,867.0% |
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