+171.8%
KEY vs LEN
+107.1%
+64.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +2.2% | -3.2% | +5.4% | +3.5% |
| 30D | -3.0% | -4.9% | +1.9% | -1.3% |
| 3M | +3.3% | -8.5% | +11.8% | +6.2% |
| 6M | +9.2% | -20.7% | +29.9% | +18.2% |
| YTD | +10.6% | -17.4% | +28.1% | +16.8% |
| 1Y | +20.4% | -38.2% | +58.6% | +41.8% |
| 3Y | +121.8% | -24.9% | +146.7% | +134.3% |
| 5Y | +41.1% | -11.4% | +52.6% | +34.2% |
| All | +171.8% | +107.1% | +64.6% | +66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling