+42,174.6%
JBL vs LEN
+3,040.0%
+39,134.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.9% |
| 7D | +4.4% | -2.9% | +7.3% | +5.4% |
| 30D | -8.4% | -8.9% | +0.4% | -5.6% |
| 3M | -14.2% | -10.9% | -3.3% | -11.4% |
| 6M | +29.6% | -19.7% | +49.3% | +38.8% |
| YTD | +37.1% | -20.6% | +57.7% | +46.4% |
| 1Y | +49.5% | -42.4% | +91.9% | +76.9% |
| 3Y | +192.7% | -26.5% | +219.2% | +207.6% |
| 5Y | +411.3% | -10.9% | +422.3% | +390.9% |
| 10Y | +1,447.6% | +100.6% | +1,347.0% | +951.9% |
| All | +42,174.6% | +3,040.0% | +39,134.6% | +10,604.5% |
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