+47.6%
EXC vs LEN
-10.8%
+58.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.9% |
| 7D | +0.3% | -3.2% | +3.5% | +0.7% |
| 30D | -3.7% | -4.9% | +1.2% | -3.2% |
| 3M | -1.3% | -8.5% | +7.2% | -0.4% |
| 6M | -9.7% | -20.7% | +11.0% | -7.3% |
| YTD | +2.9% | -17.4% | +20.3% | +4.8% |
| 1Y | +4.4% | -38.2% | +42.6% | +10.5% |
| 3Y | +22.2% | -24.9% | +47.1% | +22.5% |
| All | +47.6% | -10.8% | +58.4% | +34.3% |
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