+9,979.6%
LEN vs RJF
+49,058.2%
-39,078.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -3.4% | -0.3% | -3.1% | -3.2% |
| 30D | -5.7% | -2.0% | -3.6% | -4.7% |
| 3M | -12.2% | +16.3% | -28.6% | -18.9% |
| 6M | -18.3% | +16.9% | -35.2% | -24.8% |
| YTD | -20.2% | +10.4% | -30.6% | -25.1% |
| 1Y | -40.1% | +7.4% | -47.5% | -43.1% |
| 3Y | -26.2% | +72.2% | -98.4% | -46.1% |
| 5Y | -9.8% | +105.1% | -114.9% | -41.3% |
| 10Y | +109.1% | +430.9% | -321.8% | -22.4% |
| All | +9,979.6% | +49,058.2% | -39,078.7% | +862.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling