+1,052.1%
FIX vs LEN
-12.2%
+1,064.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -1.9% |
| 7D | +17.0% | -8.7% | +25.8% | +20.1% |
| 30D | -30.6% | +11.6% | -42.1% | -34.1% |
| 3M | -35.0% | -1.3% | -33.8% | -36.0% |
| 6M | -44.0% | -1.4% | -42.5% | -45.2% |
| YTD | +21.1% | -16.9% | +38.0% | +25.1% |
| 1Y | +16.3% | -31.2% | +47.4% | +28.3% |
| 3Y | +507.4% | -25.6% | +533.0% | +511.5% |
| 5Y | +1,052.1% | -13.3% | +1,065.3% | +936.3% |
| All | +1,052.1% | -12.2% | +1,064.3% | +936.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling