+152.5%
JPM vs LEN
-10.6%
+163.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | -0.4% | -3.4% | +3.0% | +0.2% |
| 30D | -1.4% | -5.7% | +4.2% | -0.4% |
| 3M | +13.9% | -12.2% | +26.2% | +16.4% |
| 6M | +23.5% | -18.3% | +41.8% | +27.7% |
| YTD | +11.6% | -20.2% | +31.8% | +15.4% |
| 1Y | +21.4% | -40.1% | +61.4% | +32.5% |
| 3Y | +163.4% | -26.2% | +189.6% | +162.0% |
| 5Y | +152.5% | -9.8% | +162.3% | +126.2% |
| All | +152.5% | -10.6% | +163.1% | +126.2% |
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