+4,782.6%
DELL vs LEN
+100.8%
+4,681.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +8.7% | -3.4% | +12.1% | +9.9% |
| 30D | +16.9% | -5.7% | +22.6% | +18.8% |
| 3M | +40.4% | -12.2% | +52.7% | +45.4% |
| 6M | +267.1% | -18.3% | +285.3% | +288.7% |
| YTD | +329.1% | -20.2% | +349.3% | +356.2% |
| 1Y | +346.9% | -40.1% | +387.0% | +419.8% |
| 3Y | +696.6% | -26.2% | +722.8% | +736.5% |
| 5Y | +1,106.2% | -9.8% | +1,116.0% | +1,050.3% |
| 10Y | +4,177.7% | +109.1% | +4,068.6% | +2,899.9% |
| All | +4,782.6% | +100.8% | +4,681.8% | +3,403.0% |
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 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