+1,110.6%
LEN vs IBN
+1,532.9%
-422.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -3.2% | +1.4% | -4.6% | -3.7% |
| 30D | -4.9% | -0.3% | -4.6% | -4.9% |
| 3M | -8.5% | +17.1% | -25.6% | -13.3% |
| 6M | -20.7% | +3.4% | -24.1% | -21.5% |
| YTD | -17.4% | +2.5% | -19.9% | -18.3% |
| 1Y | -38.2% | -4.2% | -34.1% | -37.6% |
| 3Y | -24.9% | +32.4% | -57.3% | -32.6% |
| 5Y | -11.4% | +59.2% | -70.6% | -25.7% |
| 10Y | +110.0% | +345.7% | -235.6% | +16.5% |
| All | +1,110.6% | +1,532.9% | -422.3% | +333.2% |
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