+48.1%
IJH vs LEN
-11.2%
+59.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | 0.0% |
| 7D | -1.9% | -4.8% | +2.9% | -0.2% |
| 30D | -4.6% | -6.6% | +1.9% | -2.5% |
| 3M | -1.2% | -15.7% | +14.5% | +4.3% |
| 6M | +9.4% | -16.6% | +26.0% | +15.4% |
| YTD | +13.3% | -21.3% | +34.7% | +21.2% |
| 1Y | +13.4% | -42.0% | +55.4% | +35.1% |
| 3Y | +50.4% | -27.9% | +78.4% | +57.3% |
| All | +48.1% | -11.2% | +59.3% | +33.7% |
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