+113.6%
KEY vs LEN
+166.0%
-52.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +1.5% |
| 7D | -0.4% | +0.6% | -1.0% | -0.8% |
| 30D | +7.2% | +19.4% | -12.2% | -0.3% |
| 3M | -4.9% | +4.5% | -9.4% | -7.4% |
| 6M | +1.1% | +4.9% | -3.9% | -2.4% |
| YTD | +6.8% | -8.9% | +15.7% | +7.7% |
| 1Y | +23.3% | -23.0% | +46.3% | +32.4% |
| 3Y | +126.1% | -16.7% | +142.8% | +128.0% |
| 5Y | +15.2% | -4.5% | +19.7% | +5.7% |
| 10Y | +113.6% | +162.2% | -48.6% | +19.6% |
| All | +113.6% | +166.0% | -52.4% | +19.6% |
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