+3,800.0%
FIX vs LEN
+166.0%
+3,633.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.2% | +6.2% | +8.2% |
| 7D | -7.2% | +0.6% | -7.9% | -8.1% |
| 30D | -35.1% | +19.4% | -54.5% | -40.5% |
| 3M | -34.3% | +4.5% | -38.8% | -36.9% |
| 6M | -42.9% | +4.9% | -47.8% | -45.7% |
| YTD | +19.5% | -8.9% | +28.4% | +19.4% |
| 1Y | +16.8% | -23.0% | +39.7% | +24.5% |
| 3Y | +506.7% | -16.7% | +523.4% | +496.2% |
| 5Y | +1,046.7% | -4.5% | +1,051.1% | +925.8% |
| 10Y | +3,800.0% | +162.2% | +3,637.8% | +1,858.3% |
| All | +3,800.0% | +166.0% | +3,633.9% | +1,858.3% |
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 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