+2,271.9%
D vs LEN
+10,533.4%
-8,261.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +1.5% | -3.2% | +4.6% | +1.8% |
| 30D | -2.6% | -4.9% | +2.3% | -2.1% |
| 3M | 0.0% | -8.5% | +8.5% | +0.7% |
| 6M | +7.4% | -20.7% | +28.0% | +9.6% |
| YTD | +15.9% | -17.4% | +33.3% | +17.6% |
| 1Y | +18.1% | -38.2% | +56.4% | +23.3% |
| 3Y | +58.4% | -24.9% | +83.3% | +60.9% |
| 5Y | +5.2% | -11.4% | +16.6% | +4.0% |
| 10Y | +35.9% | +110.0% | -74.2% | +20.1% |
| All | +2,271.9% | +10,533.4% | -8,261.5% | +1,435.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling