+132.6%
JPM vs LEN
-12.2%
+144.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.4% |
| 7D | +1.6% | -8.7% | +10.4% | +3.3% |
| 30D | +3.4% | +11.6% | -8.1% | +1.2% |
| 3M | -5.7% | -1.3% | -4.4% | -5.8% |
| 6M | +13.5% | -1.4% | +15.0% | +12.9% |
| YTD | +8.4% | -16.9% | +25.3% | +10.8% |
| 1Y | +9.1% | -31.2% | +40.2% | +15.6% |
| 3Y | +149.5% | -25.6% | +175.1% | +147.8% |
| 5Y | +132.6% | -13.3% | +145.9% | +104.6% |
| All | +132.6% | -12.2% | +144.8% | +104.6% |
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