+1,118.9%
LEN vs IBN
+1,760.3%
-641.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | -5.8% | +1.9% | -7.6% | -6.4% |
| 30D | +13.7% | +22.1% | -8.4% | +6.3% |
| 3M | -3.9% | +17.1% | -21.0% | -8.9% |
| 6M | -0.4% | +35.5% | -35.9% | -10.1% |
| YTD | -16.8% | +16.8% | -33.7% | -21.3% |
| 1Y | -29.5% | +12.4% | -41.9% | -32.4% |
| 3Y | -25.6% | +58.0% | -83.6% | -37.1% |
| 5Y | -13.2% | +73.7% | -86.9% | -29.2% |
| 10Y | +138.5% | +385.6% | -247.1% | +29.1% |
| All | +1,118.9% | +1,760.3% | -641.4% | +317.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling