+103.0%
LEN vs HUBB
+446.9%
-343.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.2% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -6.6% | -10.0% | +3.4% | -1.1% |
| 3M | -15.7% | -1.6% | -14.1% | -15.7% |
| 6M | -16.6% | -3.1% | -13.6% | -16.7% |
| YTD | -21.3% | +4.6% | -25.9% | -25.3% |
| 1Y | -42.0% | +3.3% | -45.4% | -45.0% |
| 3Y | -27.9% | +46.6% | -74.5% | -48.2% |
| 5Y | -10.7% | +158.7% | -169.4% | -57.7% |
| All | +103.0% | +446.9% | -343.8% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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