+312.4%
LEN vs INDA
+109.8%
+202.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +1.0% |
| 7D | -3.4% | -2.6% | -0.8% | -1.8% |
| 30D | -5.7% | -2.9% | -2.7% | -3.9% |
| 3M | -12.2% | +2.4% | -14.6% | -13.4% |
| 6M | -18.3% | -2.6% | -15.7% | -16.7% |
| YTD | -20.2% | -10.0% | -10.2% | -14.9% |
| 1Y | -40.1% | -7.7% | -32.4% | -37.2% |
| 3Y | -26.2% | +8.9% | -35.1% | -30.5% |
| 5Y | -9.8% | +6.0% | -15.8% | -13.6% |
| 10Y | +109.1% | +84.4% | +24.7% | +40.5% |
| All | +312.4% | +109.8% | +202.6% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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