+34,289.6%
HD vs LEN
+11,627.0%
+22,662.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +2.0% |
| 7D | +3.6% | +0.6% | +3.0% | +3.4% |
| 30D | +21.6% | +19.4% | +2.1% | +15.3% |
| 3M | +0.1% | +4.5% | -4.4% | -1.4% |
| 6M | +13.0% | +4.9% | +8.1% | +11.0% |
| YTD | +4.9% | -8.9% | +13.9% | +7.2% |
| 1Y | -2.1% | -23.0% | +20.9% | +4.8% |
| 3Y | +32.6% | -16.7% | +49.3% | +36.9% |
| 5Y | +8.2% | -4.5% | +12.7% | +6.2% |
| 10Y | +257.9% | +162.2% | +95.7% | +148.7% |
| All | +34,289.6% | +11,627.0% | +22,662.6% | +7,454.2% |
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