+109.1%
LEN vs A
+236.6%
-127.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.3% |
| 7D | -3.4% | -4.4% | +1.0% | -1.0% |
| 30D | -5.7% | -2.7% | -3.0% | -4.4% |
| 3M | -12.2% | +7.0% | -19.3% | -15.7% |
| 6M | -18.3% | +24.6% | -42.9% | -28.8% |
| YTD | -20.2% | +7.0% | -27.2% | -24.5% |
| 1Y | -40.1% | +15.6% | -55.6% | -45.8% |
| 3Y | -26.2% | +29.9% | -56.1% | -39.6% |
| 5Y | -9.8% | -15.4% | +5.5% | -7.4% |
| 10Y | +109.1% | +248.9% | -139.7% | +5.8% |
| All | +109.1% | +236.6% | -127.5% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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