+6,234.5%
IT vs LEN
+2,803.7%
+3,430.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.1% | -5.8% | +6.9% | +2.6% |
| 30D | -1.8% | +13.7% | -15.6% | -4.9% |
| 3M | +4.8% | -3.9% | +8.7% | +5.8% |
| 6M | +33.0% | -0.4% | +33.4% | +32.6% |
| YTD | -23.8% | -16.8% | -7.0% | -21.3% |
| 1Y | -16.5% | -29.5% | +13.0% | -10.2% |
| 3Y | -53.6% | -25.6% | -28.1% | -51.9% |
| 5Y | -42.1% | -13.2% | -28.9% | -43.1% |
| 10Y | +90.1% | +138.5% | -48.4% | +35.5% |
| All | +6,234.5% | +2,803.7% | +3,430.8% | +1,526.5% |
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 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