+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 all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | +0.4% | -3.2% | +3.6% | +0.8% |
| 30D | -3.6% | -4.9% | +1.3% | -3.1% |
| 3M | -1.0% | -8.5% | +7.5% | -0.3% |
| 6M | +6.3% | -20.7% | +26.9% | +8.5% |
| YTD | +14.7% | -17.4% | +32.1% | +16.5% |
| 1Y | +16.9% | -38.2% | +55.2% | +22.0% |
| 3Y | +56.8% | -24.9% | +81.7% | +59.3% |
| 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 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