+162.2%
LEN vs ACWI
+226.8%
-64.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +0.1% |
| 7D | +0.6% | +0.3% | +0.3% | +0.2% |
| 30D | +19.4% | -2.8% | +22.2% | +23.2% |
| 3M | +4.5% | -3.2% | +7.7% | +8.3% |
| 6M | +4.9% | +1.3% | +3.6% | +3.0% |
| YTD | -8.9% | +11.2% | -20.1% | -20.2% |
| 1Y | -23.0% | +13.8% | -36.7% | -34.3% |
| 3Y | -16.7% | +76.2% | -92.9% | -59.2% |
| 5Y | -4.5% | +59.5% | -63.9% | -46.2% |
| 10Y | +162.2% | +222.2% | -60.0% | -37.7% |
| All | +162.2% | +226.8% | -64.7% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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