+132.3%
HON vs LEN
+108.0%
+24.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.6% |
| 7D | -3.5% | -4.8% | +1.3% | -2.1% |
| 30D | -13.8% | -6.6% | -7.2% | -12.1% |
| 3M | -11.7% | -15.7% | +4.0% | -7.5% |
| 6M | -18.7% | -16.6% | -2.1% | -14.8% |
| YTD | +0.2% | -21.3% | +21.6% | +6.4% |
| 1Y | -3.1% | -42.0% | +39.0% | +12.1% |
| 3Y | +17.0% | -27.9% | +44.9% | +22.1% |
| 5Y | +2.0% | -10.7% | +12.7% | -3.6% |
| All | +132.3% | +108.0% | +24.3% | +55.4% |
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