+148.9%
LEN vs ACWI
+219.0%
-70.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +2.1% | -2.4% | +4.4% | +4.9% |
| 30D | +16.6% | -5.2% | +21.8% | +23.8% |
| 3M | +5.3% | -4.8% | +10.1% | +11.3% |
| 6M | -0.8% | -1.3% | +0.6% | +0.4% |
| YTD | -11.7% | +8.4% | -20.1% | -20.3% |
| 1Y | -24.6% | +11.0% | -35.6% | -33.8% |
| 3Y | -18.7% | +70.6% | -89.2% | -58.6% |
| 5Y | -4.4% | +55.3% | -59.7% | -44.4% |
| All | +148.9% | +219.0% | -70.1% | -38.3% |
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