-12.6%
LEN vs RJF
+101.5%
-114.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.1% |
| 7D | -7.8% | -4.2% | -3.6% | -6.3% |
| 30D | -11.0% | -3.6% | -7.4% | -9.8% |
| 3M | -12.8% | +15.6% | -28.4% | -17.5% |
| 6M | -20.2% | +17.6% | -37.8% | -25.1% |
| YTD | -23.0% | +9.2% | -32.2% | -26.3% |
| 1Y | -41.8% | +5.5% | -47.3% | -43.6% |
| 3Y | -28.8% | +70.3% | -99.1% | -45.3% |
| 5Y | -12.6% | +106.0% | -118.6% | -39.3% |
| All | -12.6% | +101.5% | -114.1% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling