+48.6%
HAS vs LEN
-4.6%
+53.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.6% |
| 7D | -0.2% | +2.1% | -2.2% | -1.1% |
| 30D | +31.0% | +16.6% | +14.5% | +23.7% |
| 3M | +30.7% | +5.3% | +25.4% | +27.2% |
| 6M | +23.9% | -0.8% | +24.7% | +22.4% |
| YTD | +48.3% | -11.7% | +60.1% | +51.9% |
| 1Y | +60.2% | -24.6% | +84.8% | +73.9% |
| 3Y | +189.2% | -18.7% | +207.9% | +196.4% |
| All | +48.6% | -4.6% | +53.2% | +33.8% |
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