+143.7%
LEN vs M
-3.0%
+146.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.5% |
| 7D | +0.7% | +5.0% | -4.4% | -0.6% |
| 30D | +13.0% | +10.6% | +2.4% | +10.2% |
| 3M | +1.9% | +1.6% | +0.3% | +1.4% |
| 6M | -0.7% | +30.8% | -31.6% | -7.3% |
| YTD | -13.8% | +16.9% | -30.7% | -17.7% |
| 1Y | -28.1% | +26.3% | -54.3% | -32.6% |
| 3Y | -22.8% | +158.6% | -181.5% | -42.6% |
| 5Y | -7.4% | +2.1% | -9.4% | -17.9% |
| 10Y | +143.7% | -4.3% | +148.0% | +50.9% |
| All | +143.7% | -3.0% | +146.7% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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