+402.2%
JBL vs LEN
-10.5%
+412.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +4.0% | -3.4% | +7.4% | +5.1% |
| 30D | -7.5% | -5.7% | -1.8% | -5.9% |
| 3M | -14.1% | -12.2% | -1.8% | -11.0% |
| 6M | +25.9% | -18.3% | +44.2% | +33.2% |
| YTD | +36.7% | -20.2% | +56.9% | +44.7% |
| 1Y | +49.0% | -40.1% | +89.1% | +72.1% |
| 3Y | +191.8% | -26.2% | +218.0% | +191.7% |
| All | +402.2% | -10.5% | +412.6% | +339.7% |
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