+132.4%
LEN vs IRM
+520.0%
-387.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.4% |
| 7D | -5.8% | +6.8% | -12.6% | -8.6% |
| 30D | +13.7% | +2.6% | +11.1% | +11.5% |
| 3M | -3.9% | -9.5% | +5.6% | -0.3% |
| 6M | -0.4% | -8.5% | +8.1% | +2.4% |
| YTD | -16.8% | +40.3% | -57.1% | -31.2% |
| 1Y | -29.5% | +28.7% | -58.2% | -39.2% |
| 3Y | -25.6% | +111.8% | -137.4% | -53.2% |
| 5Y | -13.2% | +189.1% | -202.3% | -54.4% |
| All | +132.4% | +520.0% | -387.6% | -21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling