+162.2%
LEN vs FIVE
+596.6%
-434.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.6% | -2.4% | +1.4% |
| 7D | +0.6% | +6.2% | -5.6% | -1.3% |
| 30D | +19.4% | +18.2% | +1.2% | +13.2% |
| 3M | +4.5% | +3.8% | +0.7% | +2.8% |
| 6M | +4.9% | +13.7% | -8.8% | -0.8% |
| YTD | -8.9% | +34.7% | -43.6% | -19.1% |
| 1Y | -23.0% | +66.6% | -89.6% | -36.3% |
| 3Y | -16.7% | +44.3% | -61.0% | -33.4% |
| 5Y | -4.5% | +18.8% | -23.2% | -21.3% |
| 10Y | +162.2% | +569.2% | -407.0% | +29.3% |
| All | +162.2% | +596.6% | -434.4% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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