+103.0%
LEN vs MDY
+177.2%
-74.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.3% |
| 7D | -4.8% | -1.9% | -2.9% | -2.7% |
| 30D | -6.6% | -4.6% | -1.9% | -1.6% |
| 3M | -15.7% | -1.2% | -14.4% | -14.4% |
| 6M | -16.6% | +9.2% | -25.9% | -23.8% |
| YTD | -21.3% | +13.1% | -34.4% | -30.8% |
| 1Y | -42.0% | +13.0% | -55.0% | -49.0% |
| 3Y | -27.9% | +49.2% | -77.1% | -53.4% |
| 5Y | -10.7% | +47.2% | -57.9% | -41.0% |
| All | +103.0% | +177.2% | -74.1% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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