+54.3%
JD vs LEN
+157.4%
-103.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | -1.7% | -3.2% | +1.5% | -0.7% |
| 30D | -13.2% | -4.9% | -8.3% | -12.1% |
| 3M | -3.2% | -8.5% | +5.3% | -1.5% |
| 6M | +15.2% | -20.7% | +35.9% | +21.9% |
| YTD | +2.0% | -17.4% | +19.4% | +5.9% |
| 1Y | -5.4% | -38.2% | +32.9% | +7.1% |
| 3Y | -9.1% | -24.9% | +15.8% | -5.7% |
| 5Y | -59.6% | -11.4% | -48.2% | -61.1% |
| 10Y | +26.2% | +110.0% | -83.8% | -13.2% |
| All | +54.3% | +157.4% | -103.1% | +0.3% |
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