+75.9%
LEN vs REPL
+37.4%
+38.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.2% |
| 7D | -8.7% | +9.8% | -18.5% | -9.1% |
| 30D | +11.6% | +81.5% | -69.9% | +9.2% |
| 3M | -1.3% | +44.2% | -45.5% | -2.7% |
| 6M | -1.4% | +437.4% | -438.8% | -10.5% |
| YTD | -16.9% | +126.1% | -143.0% | -23.8% |
| 1Y | -31.2% | +143.1% | -174.3% | -37.1% |
| 3Y | -25.6% | +97.8% | -123.4% | -43.2% |
| 5Y | -13.3% | -34.3% | +21.0% | -26.0% |
| All | +75.9% | +37.4% | +38.5% | +22.1% |
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