+210.2%
HD vs LEN
+103.7%
+106.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -1.8% | -3.4% | +1.6% | -0.5% |
| 30D | -10.8% | -5.7% | -5.2% | -8.8% |
| 3M | -2.7% | -12.2% | +9.6% | +2.2% |
| 6M | -10.3% | -18.3% | +8.0% | -3.4% |
| YTD | -7.8% | -20.2% | +12.4% | -0.2% |
| 1Y | -23.1% | -40.1% | +16.9% | -7.6% |
| 3Y | +2.0% | -26.2% | +28.2% | +10.8% |
| 5Y | +6.2% | -9.8% | +16.0% | +4.6% |
| 10Y | +210.2% | +109.1% | +101.0% | +122.7% |
| All | +210.2% | +103.7% | +106.4% | +122.7% |
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