+429.8%
LEN vs BG
+1,185.2%
-755.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.4% | -8.2% | -5.4% |
| 7D | -2.9% | +2.4% | -5.2% | -3.8% |
| 30D | -8.9% | +15.0% | -23.9% | -13.7% |
| 3M | -10.9% | -0.7% | -10.2% | -11.6% |
| 6M | -19.7% | +7.5% | -27.2% | -23.0% |
| YTD | -20.6% | +41.6% | -62.2% | -31.4% |
| 1Y | -42.4% | +50.7% | -93.1% | -51.6% |
| 3Y | -26.5% | +20.3% | -46.8% | -34.3% |
| 5Y | -10.9% | +85.2% | -96.2% | -35.5% |
| 10Y | +100.6% | +160.6% | -60.0% | +18.1% |
| All | +429.8% | +1,185.2% | -755.4% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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