+103.0%
LEN vs MKTX
+5.0%
+98.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -4.8% | -0.2% | -4.5% | -4.7% |
| 30D | -6.6% | +0.7% | -7.3% | -6.8% |
| 3M | -15.7% | +40.8% | -56.5% | -24.8% |
| 6M | -16.6% | -8.0% | -8.6% | -15.6% |
| YTD | -21.3% | -8.7% | -12.6% | -20.3% |
| 1Y | -42.0% | -11.8% | -30.2% | -40.8% |
| 3Y | -27.9% | -24.0% | -3.9% | -25.3% |
| 5Y | -10.7% | -60.3% | +49.6% | +11.7% |
| All | +103.0% | +5.0% | +98.0% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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