+3,324.5%
HAS vs LEN
+10,533.4%
-7,208.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -1.8% | -3.2% | +1.4% | -1.2% |
| 30D | +2.3% | -4.9% | +7.2% | +3.3% |
| 3M | +10.4% | -8.5% | +18.9% | +12.1% |
| 6M | -3.2% | -20.7% | +17.4% | +0.9% |
| YTD | +15.4% | -17.4% | +32.8% | +19.1% |
| 1Y | +18.8% | -38.2% | +57.0% | +29.8% |
| 3Y | +43.9% | -24.9% | +68.8% | +50.1% |
| 5Y | +13.9% | -11.4% | +25.3% | +13.6% |
| 10Y | +56.4% | +110.0% | -53.6% | +26.0% |
| All | +3,324.5% | +10,533.4% | -7,208.9% | +1,441.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling