+132.4%
LEN vs A
+302.9%
-170.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | -5.8% | -0.5% | -5.3% | -5.5% |
| 30D | +13.7% | 0.0% | +13.7% | +13.3% |
| 3M | -3.9% | +16.7% | -20.6% | -12.4% |
| 6M | -0.4% | +54.8% | -55.2% | -23.3% |
| YTD | -16.8% | +28.8% | -45.6% | -29.4% |
| 1Y | -29.5% | +19.3% | -48.8% | -37.3% |
| 3Y | -25.6% | +65.5% | -91.1% | -47.2% |
| 5Y | -13.2% | +12.1% | -25.3% | -24.2% |
| All | +132.4% | +302.9% | -170.5% | +10.5% |
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