+7.8%
D vs LEN
-10.8%
+18.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +1.5% | -3.2% | +4.6% | +2.0% |
| 30D | -2.6% | -4.9% | +2.3% | -1.9% |
| 3M | 0.0% | -8.5% | +8.5% | +1.1% |
| 6M | +7.4% | -20.7% | +28.0% | +10.8% |
| YTD | +15.9% | -17.4% | +33.3% | +18.5% |
| 1Y | +18.1% | -38.2% | +56.4% | +26.4% |
| 3Y | +58.4% | -24.9% | +83.3% | +61.2% |
| All | +7.8% | -10.8% | +18.6% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling