+4,404.4%
DELL vs LEN
+108.0%
+4,296.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.2% | +9.8% | +11.2% |
| 7D | +8.2% | -4.8% | +13.0% | +10.1% |
| 30D | +17.1% | -6.6% | +23.7% | +19.7% |
| 3M | +45.2% | -15.7% | +60.8% | +52.4% |
| 6M | +286.8% | -16.6% | +303.4% | +307.3% |
| YTD | +354.8% | -21.3% | +376.1% | +386.3% |
| 1Y | +358.3% | -42.0% | +400.3% | +439.6% |
| 3Y | +724.9% | -27.9% | +752.8% | +773.9% |
| 5Y | +1,193.7% | -10.7% | +1,204.4% | +1,139.2% |
| All | +4,404.4% | +108.0% | +4,296.4% | +3,085.2% |
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