+6,045.6%
IT vs LEN
+2,783.9%
+3,261.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.4% |
| 7D | -6.0% | -3.2% | -2.8% | -5.2% |
| 30D | 0.0% | -4.9% | +4.9% | +1.2% |
| 3M | +13.1% | -8.5% | +21.6% | +15.3% |
| 6M | +11.7% | -20.7% | +32.4% | +17.7% |
| YTD | -26.1% | -17.4% | -8.7% | -23.5% |
| 1Y | -21.3% | -38.2% | +17.0% | -12.4% |
| 3Y | -46.7% | -24.9% | -21.9% | -44.9% |
| 5Y | -40.5% | -11.4% | -29.1% | -41.8% |
| 10Y | +103.9% | +110.0% | -6.1% | +50.0% |
| All | +6,045.6% | +2,783.9% | +3,261.7% | +1,481.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling