+146.2%
LEN vs A
+308.8%
-162.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -6.4% | -0.1% | -6.2% | -6.3% |
| 30D | +15.6% | +3.3% | +12.4% | +13.2% |
| 3M | -0.8% | +18.5% | -19.3% | -10.3% |
| 6M | +0.4% | +59.3% | -58.9% | -23.9% |
| YTD | -14.1% | +31.0% | -45.2% | -27.7% |
| 1Y | -29.6% | +19.3% | -48.9% | -37.4% |
| 3Y | -23.1% | +66.8% | -90.0% | -45.6% |
| 5Y | -8.9% | +15.5% | -24.4% | -21.7% |
| 10Y | +146.2% | +312.3% | -166.1% | +20.0% |
| All | +146.2% | +308.8% | -162.6% | +20.0% |
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