+516.9%
LEN vs ACWI
+339.1%
+177.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -4.7% |
| 7D | +0.7% | -0.2% | +0.8% | +0.8% |
| 30D | +13.0% | -3.3% | +16.3% | +17.9% |
| 3M | +1.9% | -3.4% | +5.3% | +6.4% |
| 6M | -0.7% | +0.8% | -1.5% | -2.3% |
| YTD | -13.8% | +10.7% | -24.5% | -25.6% |
| 1Y | -28.1% | +11.6% | -39.7% | -38.6% |
| 3Y | -22.8% | +73.4% | -96.2% | -64.9% |
| 5Y | -7.4% | +60.2% | -67.5% | -52.4% |
| 10Y | +143.7% | +221.6% | -77.9% | -53.8% |
| All | +516.9% | +339.1% | +177.8% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling