+336.0%
IR vs LEN
+92.8%
+243.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.5% | -5.8% | +8.3% | +4.8% |
| 30D | +9.2% | +13.7% | -4.5% | +3.0% |
| 3M | +0.9% | -3.9% | +4.8% | +1.2% |
| 6M | +19.2% | -0.4% | +19.6% | +17.4% |
| YTD | +7.5% | -16.8% | +24.3% | +13.2% |
| 1Y | +11.7% | -29.5% | +41.2% | +25.0% |
| 3Y | +23.9% | -25.6% | +49.5% | +31.6% |
| 5Y | +46.4% | -13.2% | +59.6% | +42.1% |
| All | +336.0% | +92.8% | +243.2% | +186.6% |
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