+508.4%
F vs LEN
+11,263.3%
-10,754.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.3% |
| 7D | +1.6% | +2.1% | -0.5% | +0.8% |
| 30D | +2.6% | +16.6% | -13.9% | -2.8% |
| 3M | -8.8% | +5.3% | -14.1% | -11.0% |
| 6M | +4.6% | -0.8% | +5.4% | +3.6% |
| YTD | -1.9% | -11.7% | +9.8% | +0.5% |
| 1Y | -0.8% | -24.6% | +23.8% | +6.9% |
| 3Y | +43.5% | -18.7% | +62.2% | +47.9% |
| 5Y | -12.1% | -4.4% | -7.6% | -14.7% |
| 10Y | +83.6% | +152.2% | -68.6% | +22.2% |
| All | +508.4% | +11,263.3% | -10,754.9% | +37.4% |
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