+167.0%
KEY vs LEN
+99.2%
+67.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.1% | -0.3% |
| 7D | +2.7% | -2.9% | +5.6% | +3.9% |
| 30D | -3.2% | -8.9% | +5.6% | +0.1% |
| 3M | +1.0% | -10.9% | +11.9% | +4.8% |
| 6M | +11.9% | -19.7% | +31.5% | +20.4% |
| YTD | +8.7% | -20.6% | +29.3% | +16.5% |
| 1Y | +18.5% | -42.4% | +60.9% | +43.5% |
| 3Y | +124.0% | -26.5% | +150.5% | +138.8% |
| 5Y | +40.8% | -10.9% | +51.8% | +33.5% |
| 10Y | +167.0% | +100.6% | +66.4% | +65.7% |
| All | +167.0% | +99.2% | +67.8% | +65.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling