+3,591.3%
LEN vs MDY
+2,644.5%
+946.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.2% | -3.0% |
| 7D | -2.9% | +1.0% | -3.9% | -4.1% |
| 30D | -8.9% | -3.1% | -5.7% | -5.2% |
| 3M | -10.9% | +1.8% | -12.7% | -12.7% |
| 6M | -19.7% | +10.8% | -30.5% | -28.8% |
| YTD | -20.6% | +14.4% | -35.0% | -32.5% |
| 1Y | -42.4% | +15.2% | -57.6% | -51.5% |
| 3Y | -26.5% | +51.2% | -77.7% | -56.3% |
| 5Y | -10.9% | +47.2% | -58.2% | -45.2% |
| 10Y | +100.6% | +171.1% | -70.5% | -44.1% |
| All | +3,591.3% | +2,644.5% | +946.8% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling