+257.9%
HD vs LEN
+166.0%
+91.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +1.6% |
| 7D | +3.6% | +0.6% | +3.0% | +3.3% |
| 30D | +21.6% | +19.4% | +2.1% | +13.3% |
| 3M | +0.1% | +4.5% | -4.4% | -2.0% |
| 6M | +13.0% | +4.9% | +8.1% | +10.2% |
| YTD | +4.9% | -8.9% | +13.9% | +7.5% |
| 1Y | -2.1% | -23.0% | +20.9% | +6.6% |
| 3Y | +32.6% | -16.7% | +49.3% | +37.1% |
| 5Y | +8.2% | -4.5% | +12.7% | +3.5% |
| 10Y | +257.9% | +162.2% | +95.7% | +143.0% |
| All | +257.9% | +166.0% | +91.9% | +143.0% |
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