-4.6%
LEN vs REPL
-35.6%
+31.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.0% | -11.1% | -3.2% |
| 7D | +2.1% | +22.8% | -20.7% | +1.9% |
| 30D | +16.6% | +63.8% | -47.2% | +16.1% |
| 3M | +5.3% | +68.1% | -62.8% | +4.8% |
| 6M | -0.8% | +528.5% | -529.3% | -3.9% |
| YTD | -11.7% | +122.4% | -134.2% | -13.7% |
| 1Y | -24.6% | +154.4% | -179.0% | -26.5% |
| 3Y | -18.7% | +68.0% | -86.7% | -28.1% |
| All | -4.6% | -35.6% | +31.1% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling