+329.7%
LEN vs INDA
+121.8%
+207.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | -5.8% | +1.1% | -6.9% | -6.4% |
| 30D | +13.7% | +9.4% | +4.3% | +7.7% |
| 3M | -3.9% | +2.9% | -6.8% | -5.5% |
| 6M | -0.4% | +7.2% | -7.6% | -4.4% |
| YTD | -16.8% | -4.8% | -12.0% | -14.3% |
| 1Y | -29.5% | -5.1% | -24.4% | -27.3% |
| 3Y | -25.6% | +16.7% | -42.3% | -32.9% |
| 5Y | -13.2% | +8.8% | -22.0% | -18.2% |
| 10Y | +138.5% | +116.2% | +22.2% | +47.7% |
| All | +329.7% | +121.8% | +207.9% | +153.6% |
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