+92.8%
LEN vs REPL
+39.1%
+53.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.2% | +3.1% |
| 7D | +0.6% | +14.2% | -13.6% | +0.1% |
| 30D | +19.4% | +65.9% | -46.5% | +17.3% |
| 3M | +4.5% | +84.6% | -80.0% | +2.2% |
| 6M | +4.9% | +446.9% | -442.0% | -4.8% |
| YTD | -8.9% | +129.0% | -137.9% | -16.5% |
| 1Y | -23.0% | +167.9% | -190.8% | -30.0% |
| 3Y | -16.7% | +93.9% | -110.6% | -36.2% |
| 5Y | -4.5% | -33.0% | +28.5% | -18.5% |
| All | +92.8% | +39.1% | +53.6% | +33.8% |
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