+145.5%
LEN vs MKTX
+1,445.1%
-1,299.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -3.4% | +0.3% | -3.6% | -3.5% |
| 30D | -5.7% | +1.0% | -6.6% | -6.0% |
| 3M | -12.2% | +40.8% | -53.0% | -24.5% |
| 6M | -18.3% | -10.9% | -7.4% | -17.1% |
| YTD | -20.2% | -8.6% | -11.6% | -20.0% |
| 1Y | -40.1% | -11.6% | -28.5% | -39.5% |
| 3Y | -26.2% | -24.5% | -1.7% | -23.8% |
| 5Y | -9.8% | -60.7% | +50.9% | +15.4% |
| 10Y | +109.1% | +5.1% | +104.0% | +70.3% |
| All | +145.5% | +1,445.1% | -1,299.6% | -49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling