-10.9%
LEN vs M
+24.8%
-35.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -3.2% |
| 7D | -2.9% | +2.4% | -5.2% | -3.5% |
| 30D | -8.9% | -11.6% | +2.8% | -6.0% |
| 3M | -10.9% | +1.6% | -12.5% | -11.4% |
| 6M | -19.7% | +25.2% | -44.9% | -24.2% |
| YTD | -20.6% | +3.8% | -24.3% | -21.9% |
| 1Y | -42.4% | +36.3% | -78.8% | -47.2% |
| 3Y | -26.5% | +116.3% | -142.9% | -44.3% |
| 5Y | -10.9% | +28.2% | -39.1% | -25.5% |
| All | -10.9% | +24.8% | -35.8% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling