+1,055.9%
IJH vs LEN
+1,177.3%
-121.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.2% |
| 7D | -0.7% | -3.4% | +2.6% | +0.2% |
| 30D | -3.8% | -5.7% | +1.8% | -2.4% |
| 3M | 0.0% | -12.2% | +12.2% | +3.3% |
| 6M | +8.8% | -18.3% | +27.0% | +14.2% |
| YTD | +13.5% | -20.2% | +33.7% | +19.5% |
| 1Y | +15.4% | -40.1% | +55.5% | +31.0% |
| 3Y | +50.9% | -26.2% | +77.1% | +58.7% |
| 5Y | +47.8% | -9.8% | +57.6% | +44.6% |
| 10Y | +183.1% | +109.1% | +73.9% | +107.4% |
| All | +1,055.9% | +1,177.3% | -121.4% | +293.1% |
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 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