+81.0%
F vs LEN
+166.0%
-85.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.8% |
| 7D | -0.6% | +0.6% | -1.3% | -1.0% |
| 30D | +2.9% | +19.4% | -16.5% | -5.3% |
| 3M | -9.5% | +4.5% | -14.0% | -12.1% |
| 6M | +4.0% | +4.9% | -0.9% | +0.1% |
| YTD | -1.3% | -8.9% | +7.7% | +0.2% |
| 1Y | -1.9% | -23.0% | +21.0% | +6.9% |
| 3Y | +53.5% | -16.7% | +70.2% | +55.9% |
| 5Y | -15.1% | -4.5% | -10.7% | -21.3% |
| 10Y | +81.0% | +162.2% | -81.2% | -0.4% |
| All | +81.0% | +166.0% | -85.1% | -0.4% |
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 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