+1,525.1%
JBL vs LEN
+108.0%
+1,417.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.9% | +4.2% |
| 7D | +2.4% | -4.8% | +7.2% | +4.4% |
| 30D | -13.1% | -6.6% | -6.5% | -10.9% |
| 3M | -15.6% | -15.7% | +0.1% | -10.6% |
| 6M | +24.6% | -16.6% | +41.2% | +32.6% |
| YTD | +39.6% | -21.3% | +60.9% | +50.8% |
| 1Y | +48.6% | -42.0% | +90.6% | +79.5% |
| 3Y | +197.3% | -27.9% | +225.2% | +211.3% |
| 5Y | +413.0% | -10.7% | +423.7% | +371.1% |
| All | +1,525.1% | +108.0% | +1,417.0% | +891.4% |
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