+2,076.7%
LEN vs RL
+1,476.5%
+600.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.5% |
| 7D | +2.1% | -4.2% | +6.2% | +4.0% |
| 30D | +16.6% | +4.3% | +12.3% | +14.4% |
| 3M | +5.3% | -4.6% | +9.9% | +7.1% |
| 6M | -0.8% | +1.7% | -2.5% | -2.6% |
| YTD | -11.7% | +7.3% | -19.1% | -15.8% |
| 1Y | -24.6% | +20.8% | -45.4% | -31.7% |
| 3Y | -18.7% | +247.0% | -265.6% | -56.2% |
| 5Y | -4.4% | +225.5% | -229.9% | -48.4% |
| 10Y | +152.2% | +363.0% | -210.8% | +0.7% |
| All | +2,076.7% | +1,476.5% | +600.2% | +415.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling