+10,848.8%
JPM vs LEN
+10,606.4%
+242.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | +3.5% | -5.8% | +9.3% | +5.6% |
| 30D | +3.3% | +13.7% | -10.5% | -1.8% |
| 3M | -4.2% | -3.9% | -0.3% | -3.9% |
| 6M | +16.4% | -0.4% | +16.8% | +14.4% |
| YTD | +9.5% | -16.8% | +26.4% | +13.5% |
| 1Y | +14.0% | -29.5% | +43.5% | +24.9% |
| 3Y | +153.1% | -25.6% | +178.7% | +159.9% |
| 5Y | +134.9% | -13.2% | +148.1% | +119.6% |
| 10Y | +485.7% | +138.5% | +347.3% | +235.4% |
| All | +10,848.8% | +10,606.4% | +242.4% | +1,608.8% |
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 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