+160.8%
EXC vs LEN
+103.7%
+57.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +0.3% | -3.4% | +3.7% | +1.0% |
| 30D | -0.9% | -5.7% | +4.8% | +0.2% |
| 3M | -2.7% | -12.2% | +9.6% | -0.4% |
| 6M | -9.4% | -18.3% | +8.9% | -6.2% |
| YTD | +3.0% | -20.2% | +23.2% | +6.8% |
| 1Y | +5.1% | -40.1% | +45.2% | +15.5% |
| 3Y | +20.6% | -26.2% | +46.8% | +22.6% |
| 5Y | +45.7% | -9.8% | +55.5% | +36.8% |
| 10Y | +160.8% | +109.1% | +51.7% | +84.7% |
| All | +160.8% | +103.7% | +57.1% | +84.7% |
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