-61.3%
JD vs LEN
-12.1%
-49.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.8% | -0.8% |
| 7D | -0.8% | -2.9% | +2.1% | +0.1% |
| 30D | -16.0% | -8.9% | -7.2% | -13.7% |
| 3M | -3.2% | -10.9% | +7.7% | -0.4% |
| 6M | +6.1% | -19.7% | +25.7% | +12.7% |
| YTD | -0.1% | -20.6% | +20.5% | +5.6% |
| 1Y | -12.7% | -42.4% | +29.7% | +4.1% |
| 3Y | -6.3% | -26.5% | +20.2% | -4.5% |
| 5Y | -61.3% | -10.9% | -50.4% | -66.8% |
| All | -61.3% | -12.1% | -49.3% | -66.8% |
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