+319.9%
IP vs LEN
+11,628.2%
-11,308.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -5.0% | +7.2% | -12.1% | -6.9% |
| 30D | +6.5% | +19.1% | -12.6% | +1.0% |
| 3M | -18.0% | +4.9% | -22.9% | -19.5% |
| 6M | +10.3% | +7.6% | +2.7% | +7.7% |
| YTD | -9.9% | -8.9% | -1.0% | -7.8% |
| 1Y | -1.1% | -22.7% | +21.7% | +6.0% |
| 3Y | +13.0% | -16.8% | +29.8% | +16.0% |
| 5Y | -12.3% | -1.4% | -10.9% | -16.5% |
| 10Y | +26.8% | +160.3% | -133.4% | -14.1% |
| All | +319.9% | +11,628.2% | -11,308.3% | -2.1% |
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