-23.2%
LEN vs BEN
+87.8%
-111.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -6.4% | +7.2% | -13.5% | -9.3% |
| 30D | +15.6% | +14.1% | +1.5% | +9.0% |
| 3M | -0.8% | +9.9% | -10.7% | -5.0% |
| 6M | +0.4% | +17.4% | -17.0% | -7.1% |
| YTD | -14.1% | +57.3% | -71.4% | -30.6% |
| 1Y | -29.6% | +66.9% | -96.6% | -44.7% |
| All | -23.2% | +87.8% | -111.0% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 3y: compounded portfolio wealth divided by compounded BEN 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…
3y analysis · Full analysis span regression · 6 months rolling