+103.0%
LEN vs MKC
+29.9%
+73.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | -4.8% | -1.5% | -3.3% | -4.1% |
| 30D | -6.6% | -3.1% | -3.5% | -5.3% |
| 3M | -15.7% | +5.2% | -20.9% | -18.0% |
| 6M | -16.6% | -12.8% | -3.8% | -12.1% |
| YTD | -21.3% | -23.3% | +1.9% | -12.3% |
| 1Y | -42.0% | -24.1% | -17.9% | -35.1% |
| 3Y | -27.9% | -32.1% | +4.2% | -16.3% |
| 5Y | -10.7% | -32.8% | +22.1% | +1.7% |
| All | +103.0% | +29.9% | +73.2% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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