-9.8%
LEN vs REPL
-53.9%
+44.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.5% |
| 7D | -3.4% | -9.6% | +6.2% | -3.3% |
| 30D | -5.7% | +5.7% | -11.4% | -5.7% |
| 3M | -12.2% | +56.4% | -68.6% | -12.9% |
| 6M | -18.3% | +67.4% | -85.7% | -20.0% |
| YTD | -20.2% | +48.7% | -68.9% | -21.7% |
| 1Y | -40.1% | +148.3% | -188.3% | -42.7% |
| 3Y | -26.2% | -26.7% | +0.5% | -28.5% |
| 5Y | -9.8% | -54.1% | +44.3% | -14.1% |
| All | -9.8% | -53.9% | +44.1% | -14.1% |
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 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