-42.5%
IT vs LEN
-12.2%
-30.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.1% |
| 7D | -3.7% | -8.7% | +5.1% | -0.7% |
| 30D | -3.1% | +11.6% | -14.7% | -6.2% |
| 3M | +6.3% | -1.3% | +7.6% | +6.7% |
| 6M | +24.8% | -1.4% | +26.2% | +24.6% |
| YTD | -24.4% | -16.9% | -7.5% | -21.5% |
| 1Y | -17.1% | -31.2% | +14.1% | -8.4% |
| 3Y | -53.6% | -25.6% | -28.1% | -53.3% |
| 5Y | -42.5% | -13.3% | -29.3% | -47.6% |
| All | -42.5% | -12.2% | -30.3% | -47.6% |
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