+132.4%
LEN vs M
-7.1%
+139.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -5.8% | +7.0% | -12.8% | -7.4% |
| 30D | +13.7% | +8.9% | +4.8% | +11.4% |
| 3M | -3.9% | +4.5% | -8.4% | -5.0% |
| 6M | -0.4% | +36.2% | -36.6% | -7.9% |
| YTD | -16.8% | +15.1% | -32.0% | -20.3% |
| 1Y | -29.5% | +27.4% | -56.9% | -34.0% |
| 3Y | -25.6% | +160.1% | -185.7% | -44.7% |
| 5Y | -13.2% | -1.6% | -11.7% | -22.5% |
| All | +132.4% | -7.1% | +139.5% | +46.7% |
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