+26.8%
IP vs LEN
+166.0%
-139.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +1.8% |
| 7D | -3.0% | +0.6% | -3.6% | -3.3% |
| 30D | +10.6% | +19.4% | -8.8% | +3.6% |
| 3M | -13.6% | +4.5% | -18.1% | -15.4% |
| 6M | +10.4% | +4.9% | +5.5% | +8.1% |
| YTD | -6.5% | -8.9% | +2.4% | -4.2% |
| 1Y | -2.1% | -23.0% | +20.8% | +5.8% |
| 3Y | +22.0% | -16.7% | +38.7% | +24.6% |
| 5Y | -9.7% | -4.5% | -5.3% | -14.9% |
| 10Y | +26.8% | +162.2% | -135.4% | -24.1% |
| All | +26.8% | +166.0% | -139.2% | -24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling