-9.4%
LEN vs MDY
+45.3%
-54.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +1.6% |
| 7D | -3.4% | -0.8% | -2.6% | -2.5% |
| 30D | -5.7% | -3.9% | -1.8% | -1.5% |
| 3M | -12.2% | 0.0% | -12.2% | -12.0% |
| 6M | -18.3% | +8.5% | -26.8% | -24.7% |
| YTD | -20.2% | +13.2% | -33.4% | -29.9% |
| 1Y | -40.1% | +15.0% | -55.1% | -48.2% |
| 3Y | -26.2% | +49.6% | -75.8% | -52.5% |
| All | -9.4% | +45.3% | -54.7% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling