+103.0%
LEN vs IBN
+324.2%
-221.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.5% |
| 7D | -4.8% | -3.0% | -1.8% | -3.7% |
| 30D | -6.6% | -1.5% | -5.1% | -6.1% |
| 3M | -15.7% | +7.9% | -23.6% | -18.1% |
| 6M | -16.6% | +8.6% | -25.3% | -19.2% |
| YTD | -21.3% | -0.6% | -20.8% | -21.4% |
| 1Y | -42.0% | -7.3% | -34.7% | -40.7% |
| 3Y | -27.9% | +26.2% | -54.1% | -35.0% |
| 5Y | -10.7% | +57.8% | -68.5% | -26.5% |
| All | +103.0% | +324.2% | -221.2% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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