-10.4%
LEN vs MKTX
-60.5%
+50.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.7% |
| 3M | -15.7% | +40.8% | -56.5% | -22.6% |
| 6M | -16.6% | -8.0% | -8.6% | -14.9% |
| YTD | -21.3% | -8.7% | -12.6% | -19.7% |
| 1Y | -42.0% | -11.8% | -30.2% | -40.3% |
| 3Y | -27.9% | -24.0% | -3.9% | -25.0% |
| All | -10.4% | -60.5% | +50.1% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling