+114.5%
IBM vs LEN
-8.6%
+123.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -0.3% | -3.2% | +2.9% | +0.1% |
| 30D | +0.3% | -4.9% | +5.2% | +0.9% |
| 3M | -21.6% | -8.5% | -13.1% | -20.8% |
| 6M | -4.7% | -20.7% | +16.0% | -2.0% |
| YTD | -19.1% | -17.4% | -1.7% | -17.6% |
| 1Y | -2.5% | -38.2% | +35.7% | +3.3% |
| 3Y | +74.2% | -24.9% | +99.0% | +75.0% |
| All | +114.5% | -8.6% | +123.1% | +99.2% |
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 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