+76.0%
LEN vs REPL
+36.8%
+39.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -5.8% | +1.2% | -7.0% | -5.8% |
| 30D | +13.7% | +92.2% | -78.5% | +11.1% |
| 3M | -3.9% | +44.1% | -48.0% | -5.2% |
| 6M | -0.4% | +313.0% | -313.4% | -8.3% |
| YTD | -16.8% | +125.2% | -142.1% | -23.7% |
| 1Y | -29.5% | +143.8% | -173.3% | -35.6% |
| 3Y | -25.6% | +104.2% | -129.8% | -43.5% |
| 5Y | -13.2% | -34.5% | +21.3% | -25.9% |
| All | +76.0% | +36.8% | +39.2% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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