+1,120.6%
DELL vs LEN
-10.5%
+1,131.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +8.7% | -3.4% | +12.1% | +10.0% |
| 30D | +16.9% | -5.7% | +22.6% | +18.9% |
| 3M | +40.4% | -12.2% | +52.7% | +45.7% |
| 6M | +267.1% | -18.3% | +285.3% | +289.7% |
| YTD | +329.1% | -20.2% | +349.3% | +357.3% |
| 1Y | +346.9% | -40.1% | +387.0% | +424.6% |
| 3Y | +696.6% | -26.2% | +722.8% | +720.4% |
| All | +1,120.6% | -10.5% | +1,131.1% | +990.0% |
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