+1,118.4%
LEN vs IBN
+1,753.3%
-634.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | -8.7% | +5.7% | -14.5% | -10.5% |
| 30D | +11.6% | +20.5% | -8.9% | +4.8% |
| 3M | -1.3% | +15.2% | -16.5% | -6.0% |
| 6M | -1.4% | +34.5% | -36.0% | -10.9% |
| YTD | -16.9% | +16.4% | -33.2% | -21.2% |
| 1Y | -31.2% | +13.5% | -44.7% | -34.2% |
| 3Y | -25.6% | +55.4% | -81.0% | -36.7% |
| 5Y | -13.3% | +73.1% | -86.3% | -29.2% |
| 10Y | +138.4% | +383.7% | -245.3% | +29.2% |
| All | +1,118.4% | +1,753.3% | -634.9% | +317.7% |
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 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