+143.7%
LEN vs ACWI
+220.7%
-77.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -4.8% |
| 7D | +0.7% | -0.2% | +0.8% | +0.8% |
| 30D | +13.0% | -3.3% | +16.3% | +17.3% |
| 3M | +1.9% | -3.4% | +5.3% | +5.9% |
| 6M | -0.7% | +0.8% | -1.5% | -2.0% |
| YTD | -13.8% | +10.7% | -24.5% | -24.0% |
| 1Y | -28.1% | +11.6% | -39.7% | -37.2% |
| 3Y | -22.8% | +73.4% | -96.2% | -61.5% |
| 5Y | -7.4% | +60.2% | -67.5% | -48.1% |
| 10Y | +143.7% | +221.6% | -77.9% | -42.5% |
| All | +143.7% | +220.7% | -77.0% | -42.5% |
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