+2,534.9%
IBM vs LEN
+10,996.9%
-8,462.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +1.0% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | +8.4% | +13.0% | -4.6% | +5.9% |
| 3M | +4.2% | +1.9% | +2.3% | +3.5% |
| 6M | +7.9% | -0.7% | +8.7% | +7.4% |
| YTD | -15.2% | -13.8% | -1.4% | -14.0% |
| 1Y | -18.7% | -28.1% | +9.4% | -15.1% |
| 3Y | +79.2% | -22.8% | +102.0% | +81.7% |
| 5Y | +144.7% | -7.4% | +152.1% | +135.7% |
| 10Y | +141.6% | +143.7% | -2.1% | +88.6% |
| All | +2,534.9% | +10,996.9% | -8,462.1% | +936.8% |
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