+116.0%
INTC vs LEN
-10.6%
+126.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +18.0% | -3.4% | +21.4% | +19.3% |
| 30D | +8.9% | -5.7% | +14.6% | +11.0% |
| 3M | -1.6% | -12.2% | +10.7% | +2.7% |
| 6M | +133.1% | -18.3% | +151.4% | +149.3% |
| YTD | +187.9% | -20.2% | +208.1% | +210.3% |
| 1Y | +334.7% | -40.1% | +374.8% | +422.2% |
| 3Y | +184.2% | -26.2% | +210.4% | +198.7% |
| 5Y | +116.0% | -9.8% | +125.8% | +92.4% |
| All | +116.0% | -10.6% | +126.6% | +92.4% |
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