+28.9%
JD vs LEN
+166.0%
-137.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.7% | -3.4% |
| 7D | +7.9% | +0.6% | +7.3% | +7.5% |
| 30D | +4.8% | +19.4% | -14.7% | -0.7% |
| 3M | -13.9% | +4.5% | -18.5% | -15.7% |
| 6M | -5.8% | +4.9% | -10.7% | -8.6% |
| YTD | +2.4% | -8.9% | +11.3% | +2.6% |
| 1Y | -7.5% | -23.0% | +15.4% | -2.8% |
| 3Y | +20.9% | -16.7% | +37.6% | +21.0% |
| 5Y | -58.0% | -4.5% | -53.6% | -60.8% |
| 10Y | +28.9% | +162.2% | -133.3% | -8.9% |
| All | +28.9% | +166.0% | -137.1% | -8.9% |
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