+100.0%
IT vs LEN
+108.0%
-8.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.2% | +3.1% | +4.6% |
| 7D | -3.7% | -4.8% | +1.1% | -2.2% |
| 30D | +0.1% | -6.6% | +6.6% | +2.2% |
| 3M | +20.7% | -15.7% | +36.4% | +26.6% |
| 6M | +12.0% | -16.6% | +28.6% | +17.2% |
| YTD | -28.8% | -21.3% | -7.5% | -24.9% |
| 1Y | -25.5% | -42.0% | +16.5% | -14.1% |
| 3Y | -48.8% | -27.9% | -20.8% | -46.5% |
| 5Y | -42.7% | -10.7% | -32.0% | -45.5% |
| All | +100.0% | +108.0% | -8.0% | +46.5% |
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