+98.7%
LEN vs IRM
+430.1%
-331.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -2.6% |
| 7D | -7.8% | -1.8% | -5.9% | -7.0% |
| 30D | -11.0% | -7.8% | -3.3% | -7.9% |
| 3M | -12.8% | -7.9% | -4.9% | -9.9% |
| 6M | -20.2% | +6.3% | -26.5% | -23.4% |
| YTD | -23.0% | +38.2% | -61.2% | -35.2% |
| 1Y | -41.8% | +19.8% | -61.6% | -48.0% |
| 3Y | -28.8% | +98.8% | -127.6% | -53.1% |
| 5Y | -12.6% | +191.8% | -204.4% | -53.6% |
| All | +98.7% | +430.1% | -331.4% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IRM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling