+86.8%
LEN vs REPL
+35.1%
+51.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.0% | -11.1% | -3.4% |
| 7D | +2.1% | +22.8% | -20.7% | +1.3% |
| 30D | +16.6% | +63.8% | -47.2% | +14.5% |
| 3M | +5.3% | +68.1% | -62.8% | +3.2% |
| 6M | -0.8% | +528.5% | -529.3% | -10.7% |
| YTD | -11.7% | +122.4% | -134.2% | -19.0% |
| 1Y | -24.6% | +154.4% | -179.0% | -31.3% |
| 3Y | -18.7% | +68.0% | -86.7% | -36.7% |
| 5Y | -4.4% | -35.4% | +30.9% | -18.4% |
| All | +86.8% | +35.1% | +51.7% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling