-9.8%
LEN vs BEN
+40.0%
-49.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.3% |
| 7D | -3.4% | +3.4% | -6.7% | -5.1% |
| 30D | -5.7% | +1.8% | -7.4% | -6.6% |
| 3M | -12.2% | +8.4% | -20.6% | -16.2% |
| 6M | -18.3% | +35.6% | -53.9% | -30.9% |
| YTD | -20.2% | +46.4% | -66.6% | -35.4% |
| 1Y | -40.1% | +46.3% | -86.4% | -51.7% |
| 3Y | -26.2% | +54.6% | -80.8% | -43.5% |
| 5Y | -9.8% | +39.4% | -49.2% | -31.3% |
| All | -9.8% | +40.0% | -49.8% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling