+101.9%
HAS vs LEN
+166.0%
-64.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +0.7% |
| 7D | +2.2% | +0.6% | +1.5% | +1.9% |
| 30D | +29.6% | +19.4% | +10.2% | +22.2% |
| 3M | +30.3% | +4.5% | +25.7% | +27.6% |
| 6M | +25.6% | +4.9% | +20.7% | +22.1% |
| YTD | +50.8% | -8.9% | +59.7% | +52.4% |
| 1Y | +63.0% | -23.0% | +86.0% | +73.5% |
| 3Y | +211.6% | -16.7% | +228.3% | +218.6% |
| 5Y | +50.4% | -4.5% | +54.8% | +43.3% |
| 10Y | +101.9% | +162.2% | -60.3% | +24.1% |
| All | +101.9% | +166.0% | -64.2% | +24.1% |
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