+143.7%
LEN vs RL
+369.1%
-225.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.6% | -5.5% |
| 7D | +0.7% | +1.3% | -0.7% | +0.1% |
| 30D | +13.0% | +7.6% | +5.4% | +9.8% |
| 3M | +1.9% | -1.5% | +3.4% | +2.2% |
| 6M | -0.7% | +12.1% | -12.8% | -5.8% |
| YTD | -13.8% | +13.9% | -27.7% | -19.0% |
| 1Y | -28.1% | +20.7% | -48.7% | -33.9% |
| 3Y | -22.8% | +260.6% | -283.4% | -55.4% |
| 5Y | -7.4% | +248.9% | -256.2% | -47.3% |
| 10Y | +143.7% | +355.9% | -212.2% | +18.6% |
| All | +143.7% | +369.1% | -225.4% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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