+183.8%
EXC vs LEN
+166.0%
+17.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.6% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | +9.3% | +19.4% | -10.1% | +5.2% |
| 3M | +1.0% | +4.5% | -3.5% | -0.3% |
| 6M | +5.9% | +4.9% | +1.0% | +4.1% |
| YTD | +7.6% | -8.9% | +16.5% | +8.2% |
| 1Y | +2.4% | -23.0% | +25.4% | +6.4% |
| 3Y | +30.2% | -16.7% | +47.0% | +29.0% |
| 5Y | +41.4% | -4.5% | +45.8% | +31.5% |
| 10Y | +183.8% | +162.2% | +21.6% | +92.6% |
| All | +183.8% | +166.0% | +17.7% | +92.6% |
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