+103.0%
LEN vs RJF
+429.3%
-326.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -4.8% | -2.7% | -2.1% | -3.7% |
| 30D | -6.6% | -4.3% | -2.3% | -4.9% |
| 3M | -15.7% | +15.7% | -31.4% | -20.9% |
| 6M | -16.6% | +17.8% | -34.4% | -22.5% |
| YTD | -21.3% | +9.2% | -30.5% | -25.1% |
| 1Y | -42.0% | +2.8% | -44.8% | -43.5% |
| 3Y | -27.9% | +69.5% | -97.4% | -45.0% |
| 5Y | -10.7% | +105.9% | -116.6% | -39.0% |
| All | +103.0% | +429.3% | -326.2% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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