+171.7%
IWM vs LEN
+103.7%
+68.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -1.1% | -3.4% | +2.2% | 0.0% |
| 30D | -3.1% | -5.7% | +2.5% | -1.2% |
| 3M | +2.2% | -12.2% | +14.4% | +6.4% |
| 6M | +15.1% | -18.3% | +33.4% | +22.6% |
| YTD | +18.6% | -20.2% | +38.8% | +26.5% |
| 1Y | +24.0% | -40.1% | +64.0% | +46.1% |
| 3Y | +63.7% | -26.2% | +89.9% | +73.9% |
| 5Y | +38.2% | -9.8% | +48.0% | +32.6% |
| 10Y | +171.7% | +109.1% | +62.6% | +81.8% |
| All | +171.7% | +103.7% | +68.0% | +81.8% |
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 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