+33.6%
IVZ vs LEN
-12.2%
+45.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.9% |
| 7D | +5.1% | -8.7% | +13.9% | +9.5% |
| 30D | -1.6% | +11.6% | -13.1% | -7.2% |
| 3M | -9.1% | -1.3% | -7.9% | -9.8% |
| 6M | +1.8% | -1.4% | +3.2% | -0.1% |
| YTD | +10.8% | -16.9% | +27.7% | +17.1% |
| 1Y | +19.1% | -31.2% | +50.3% | +38.0% |
| 3Y | +144.4% | -25.6% | +170.0% | +156.0% |
| 5Y | +33.6% | -13.3% | +46.8% | +12.2% |
| All | +33.6% | -12.2% | +45.8% | +12.2% |
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