+193.0%
HOOD vs LEN
-12.1%
+205.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.8% | -0.1% | -2.0% |
| 7D | +13.4% | -2.9% | +16.2% | +15.2% |
| 30D | +25.8% | -8.9% | +34.6% | +31.8% |
| 3M | +38.0% | -10.9% | +48.9% | +44.4% |
| 6M | +52.2% | -19.7% | +71.9% | +68.1% |
| YTD | +3.7% | -20.6% | +24.3% | +13.0% |
| 1Y | +0.1% | -42.4% | +42.5% | +29.4% |
| 3Y | +992.6% | -26.5% | +1,019.1% | +983.5% |
| 5Y | +193.0% | -10.9% | +203.9% | +122.1% |
| All | +193.0% | -12.1% | +205.1% | +122.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling