+48.4%
IR vs LEN
-10.8%
+59.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | -2.8% | -3.2% | +0.4% | -1.5% |
| 30D | -15.1% | -4.9% | -10.2% | -13.5% |
| 3M | +6.1% | -8.5% | +14.6% | +9.7% |
| 6M | -16.8% | -20.7% | +3.8% | -9.0% |
| YTD | -3.5% | -17.4% | +13.9% | +3.6% |
| 1Y | -3.5% | -38.2% | +34.8% | +15.7% |
| 3Y | +9.5% | -24.9% | +34.3% | +15.8% |
| All | +48.4% | -10.8% | +59.2% | +39.6% |
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 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