+2,340.5%
EXC vs LEN
+10,533.4%
-8,192.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.6% |
| YTD | +2.9% | -17.4% | +20.3% | +4.6% |
| 1Y | +4.4% | -38.2% | +42.6% | +9.6% |
| 3Y | +22.2% | -24.9% | +47.1% | +23.9% |
| 5Y | +46.7% | -11.4% | +58.2% | +44.1% |
| 10Y | +155.3% | +110.0% | +45.3% | +121.2% |
| All | +2,340.5% | +10,533.4% | -8,192.9% | +1,336.4% |
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