+1,936.9%
LEN vs RL
+1,366.2%
+570.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.1% | -1.9% |
| 7D | -3.2% | -0.8% | -2.4% | -2.9% |
| 30D | -4.9% | -7.8% | +2.9% | -1.7% |
| 3M | -8.5% | -4.0% | -4.5% | -7.3% |
| 6M | -20.7% | -1.9% | -18.8% | -20.8% |
| YTD | -17.4% | -0.2% | -17.2% | -18.5% |
| 1Y | -38.2% | +10.7% | -48.9% | -41.9% |
| 3Y | -24.9% | +210.8% | -235.6% | -57.5% |
| 5Y | -11.4% | +238.2% | -249.7% | -53.3% |
| 10Y | +110.0% | +313.4% | -203.3% | -11.7% |
| All | +1,936.9% | +1,366.2% | +570.7% | +398.6% |
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 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