+2,446.2%
EXC vs LEN
+10,996.9%
-8,550.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +0.4% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +9.0% | +13.0% | -4.0% | +7.4% |
| 3M | +3.3% | +1.9% | +1.4% | +2.8% |
| 6M | +5.7% | -0.7% | +6.4% | +5.3% |
| YTD | +7.3% | -13.8% | +21.2% | +8.4% |
| 1Y | +2.9% | -28.1% | +31.0% | +6.0% |
| 3Y | +29.3% | -22.8% | +52.2% | +30.5% |
| 5Y | +40.1% | -7.4% | +47.4% | +36.6% |
| 10Y | +197.7% | +143.7% | +54.0% | +153.4% |
| All | +2,446.2% | +10,996.9% | -8,550.7% | +1,387.9% |
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