+31.2%
INTC vs LEN
-12.2%
+43.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.0% |
| 7D | +17.1% | -8.7% | +25.9% | +20.7% |
| 30D | -40.5% | +11.6% | -52.0% | -43.8% |
| 3M | -39.4% | -1.3% | -38.1% | -40.3% |
| 6M | -49.3% | -1.4% | -47.8% | -50.3% |
| YTD | +65.9% | -16.9% | +82.7% | +73.0% |
| 1Y | +61.5% | -31.2% | +92.7% | +81.2% |
| 3Y | +59.6% | -25.6% | +85.2% | +65.0% |
| 5Y | +31.2% | -13.3% | +44.4% | +14.3% |
| All | +31.2% | -12.2% | +43.4% | +14.3% |
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