+17.6%
JD vs LEN
+99.2%
-81.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.8% | -1.0% |
| 7D | -0.8% | -2.9% | +2.1% | 0.0% |
| 30D | -16.0% | -8.9% | -7.2% | -14.0% |
| 3M | -3.2% | -10.9% | +7.7% | -0.8% |
| 6M | +6.1% | -19.7% | +25.7% | +11.6% |
| YTD | -0.1% | -20.6% | +20.5% | +4.8% |
| 1Y | -12.7% | -42.4% | +29.7% | +0.5% |
| 3Y | -6.3% | -26.5% | +20.2% | -2.2% |
| 5Y | -61.3% | -10.9% | -50.4% | -62.8% |
| 10Y | +17.6% | +100.6% | -83.0% | -13.5% |
| All | +17.6% | +99.2% | -81.6% | -13.5% |
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 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