+5,634.3%
HON vs LEN
+10,533.4%
-4,899.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | -3.6% | -3.2% | -0.4% | -2.8% |
| 30D | -15.3% | -4.9% | -10.4% | -14.4% |
| 3M | -7.9% | -8.5% | +0.6% | -6.1% |
| 6M | -18.1% | -20.7% | +2.6% | -13.7% |
| YTD | +3.8% | -17.4% | +21.2% | +7.9% |
| 1Y | +0.5% | -38.2% | +38.7% | +11.6% |
| 3Y | +19.8% | -24.9% | +44.6% | +24.0% |
| 5Y | +2.9% | -11.4% | +14.4% | +0.3% |
| 10Y | +134.6% | +110.0% | +24.6% | +75.1% |
| All | +5,634.3% | +10,533.4% | -4,899.1% | +1,249.9% |
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