+2,358.4%
D vs LEN
+11,627.0%
-9,268.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -0.9% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | +10.7% | +19.4% | -8.7% | +8.7% |
| 3M | +2.3% | +4.5% | -2.2% | +1.6% |
| 6M | +12.5% | +4.9% | +7.6% | +11.6% |
| YTD | +20.1% | -8.9% | +29.0% | +20.5% |
| 1Y | +15.6% | -23.0% | +38.5% | +17.8% |
| 3Y | +75.2% | -16.7% | +91.9% | +75.9% |
| 5Y | +14.6% | -4.5% | +19.0% | +12.3% |
| 10Y | +43.8% | +162.2% | -118.4% | +24.3% |
| All | +2,358.4% | +11,627.0% | -9,268.6% | +1,472.9% |
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 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