+100.6%
LEN vs RL
+304.3%
-203.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.4% |
| 7D | -2.9% | +1.9% | -4.8% | -3.6% |
| 30D | -8.9% | -12.2% | +3.4% | -4.4% |
| 3M | -10.9% | -6.6% | -4.3% | -8.9% |
| 6M | -19.7% | +3.2% | -22.8% | -21.3% |
| YTD | -20.6% | -1.3% | -19.3% | -21.0% |
| 1Y | -42.4% | +13.6% | -56.0% | -45.8% |
| 3Y | -26.5% | +210.9% | -237.4% | -55.1% |
| 5Y | -10.9% | +246.9% | -257.8% | -49.2% |
| 10Y | +100.6% | +310.1% | -209.5% | +0.7% |
| All | +100.6% | +304.3% | -203.7% | +0.7% |
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