-8.9%
LEN vs IBN
+74.4%
-83.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -6.4% | +11.1% | -17.5% | -11.1% |
| 30D | +15.6% | +23.9% | -8.2% | +4.6% |
| 3M | -0.8% | +16.3% | -17.1% | -7.8% |
| 6M | +0.4% | +34.2% | -33.9% | -12.7% |
| YTD | -14.1% | +17.6% | -31.7% | -21.1% |
| 1Y | -29.6% | +13.8% | -43.5% | -34.4% |
| 3Y | -23.1% | +57.0% | -80.2% | -41.1% |
| 5Y | -8.9% | +75.3% | -84.2% | -37.7% |
| All | -8.9% | +74.4% | -83.3% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling