+55.7%
HAS vs LEN
+99.2%
-43.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -1.2% |
| 7D | -3.1% | -2.9% | -0.2% | -2.2% |
| 30D | -2.7% | -8.9% | +6.1% | +0.1% |
| 3M | +8.9% | -10.9% | +19.8% | +12.5% |
| 6M | -2.9% | -19.7% | +16.7% | +3.2% |
| YTD | +12.6% | -20.6% | +33.2% | +19.7% |
| 1Y | +17.5% | -42.4% | +59.9% | +37.9% |
| 3Y | +46.2% | -26.5% | +72.8% | +56.3% |
| 5Y | +12.6% | -10.9% | +23.5% | +10.6% |
| 10Y | +55.7% | +100.6% | -44.9% | +5.5% |
| All | +55.7% | +99.2% | -43.5% | +5.5% |
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