+10,742.2%
JPM vs LEN
+10,602.5%
+139.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.9% |
| 7D | +1.6% | -8.7% | +10.4% | +4.8% |
| 30D | +3.4% | +11.6% | -8.1% | -1.0% |
| 3M | -5.7% | -1.3% | -4.4% | -6.3% |
| 6M | +13.5% | -1.4% | +15.0% | +12.0% |
| YTD | +8.4% | -16.9% | +25.3% | +12.4% |
| 1Y | +9.1% | -31.2% | +40.2% | +20.5% |
| 3Y | +149.5% | -25.6% | +175.1% | +156.2% |
| 5Y | +132.6% | -13.3% | +145.9% | +117.5% |
| 10Y | +480.0% | +138.4% | +341.7% | +232.2% |
| All | +10,742.2% | +10,602.5% | +139.7% | +1,592.4% |
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