+103.0%
LEN vs HIG
+313.7%
-210.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -4.8% | -1.5% | -3.3% | -4.1% |
| 30D | -6.6% | -0.4% | -6.2% | -6.4% |
| 3M | -15.7% | +6.7% | -22.3% | -18.4% |
| 6M | -16.6% | +2.0% | -18.6% | -17.8% |
| YTD | -21.3% | +0.3% | -21.6% | -22.0% |
| 1Y | -42.0% | +4.2% | -46.2% | -43.5% |
| 3Y | -27.9% | +102.2% | -130.1% | -48.8% |
| 5Y | -10.7% | +118.5% | -129.2% | -39.6% |
| All | +103.0% | +313.7% | -210.6% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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