+150.1%
IBM vs LEN
-13.2%
+163.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | -5.8% | +7.3% | +2.4% |
| 30D | +9.2% | +13.7% | -4.5% | +7.0% |
| 3M | +4.9% | -3.9% | +8.8% | +5.2% |
| 6M | +16.8% | -0.4% | +17.1% | +16.2% |
| YTD | -14.3% | -16.8% | +2.6% | -13.1% |
| 1Y | -16.7% | -29.5% | +12.8% | -13.6% |
| 3Y | +82.2% | -25.6% | +107.8% | +83.1% |
| All | +150.1% | -13.2% | +163.4% | +131.9% |
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 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