-4.6%
LEN vs M
-11.5%
+6.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.5% | -1.9% |
| 7D | +2.1% | -4.3% | +6.3% | +3.3% |
| 30D | +16.6% | +1.3% | +15.3% | +16.3% |
| 3M | +5.3% | -7.4% | +12.7% | +7.4% |
| 6M | -0.8% | +18.3% | -19.1% | -5.2% |
| YTD | -11.7% | +7.6% | -19.3% | -14.1% |
| 1Y | -24.6% | +17.4% | -42.0% | -28.2% |
| 3Y | -18.7% | +108.4% | -127.0% | -38.0% |
| All | -4.6% | -11.5% | +6.9% | -15.2% |
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