+277.0%
IR vs LEN
+85.0%
+192.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -1.9% | -3.4% | +1.5% | -0.6% |
| 30D | -15.0% | -5.7% | -9.4% | -13.2% |
| 3M | -0.4% | -12.2% | +11.8% | +4.4% |
| 6M | -15.0% | -18.3% | +3.2% | -8.5% |
| YTD | -7.1% | -20.2% | +13.1% | +0.8% |
| 1Y | -7.5% | -40.1% | +32.5% | +11.2% |
| 3Y | +6.3% | -26.2% | +32.5% | +14.6% |
| 5Y | +37.3% | -9.8% | +47.2% | +33.2% |
| All | +277.0% | +85.0% | +192.1% | +155.1% |
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