+31,139.8%
HD vs LEN
+10,533.4%
+20,606.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.2% |
| 7D | -2.1% | -3.2% | +1.1% | -1.1% |
| 30D | -8.4% | -4.9% | -3.5% | -7.1% |
| 3M | +4.3% | -8.5% | +12.8% | +7.0% |
| 6M | -11.1% | -20.7% | +9.5% | -5.1% |
| YTD | -4.7% | -17.4% | +12.7% | +0.4% |
| 1Y | -19.8% | -38.2% | +18.4% | -8.5% |
| 3Y | +4.1% | -24.9% | +29.0% | +10.8% |
| 5Y | +10.3% | -11.4% | +21.8% | +10.8% |
| 10Y | +203.2% | +110.0% | +93.1% | +124.5% |
| All | +31,139.8% | +10,533.4% | +20,606.4% | +6,977.3% |
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