+38.5%
D vs LEN
+103.7%
-65.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -0.4% | -3.4% | +2.9% | +0.1% |
| 30D | -2.1% | -5.7% | +3.6% | -1.2% |
| 3M | -0.7% | -12.2% | +11.5% | +1.2% |
| 6M | +5.6% | -18.3% | +23.9% | +8.7% |
| YTD | +14.6% | -20.2% | +34.8% | +18.2% |
| 1Y | +15.3% | -40.1% | +55.4% | +24.7% |
| 3Y | +59.1% | -26.2% | +85.3% | +63.1% |
| 5Y | +3.9% | -9.8% | +13.7% | +0.6% |
| 10Y | +38.5% | +109.1% | -70.6% | +9.9% |
| All | +38.5% | +103.7% | -65.2% | +9.9% |
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