+106.0%
LEN vs IRM
+441.0%
-335.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -3.4% | +3.0% | -6.4% | -4.7% |
| 30D | -5.7% | -5.2% | -0.4% | -3.6% |
| 3M | -12.2% | -8.0% | -4.2% | -9.3% |
| 6M | -18.3% | +9.2% | -27.4% | -22.5% |
| YTD | -20.2% | +41.0% | -61.2% | -33.5% |
| 1Y | -40.1% | +23.3% | -63.3% | -47.2% |
| 3Y | -26.2% | +102.8% | -129.0% | -51.9% |
| 5Y | -9.8% | +192.8% | -202.6% | -52.2% |
| All | +106.0% | +441.0% | -335.0% | -24.1% |
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 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