+103.0%
LEN vs RNG
+222.9%
-119.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -4.8% | -6.1% | +1.3% | -3.7% |
| 30D | -6.6% | +9.6% | -16.2% | -8.1% |
| 3M | -15.7% | +83.3% | -99.0% | -24.7% |
| 6M | -16.6% | +77.9% | -94.6% | -26.1% |
| YTD | -21.3% | +139.9% | -161.3% | -35.3% |
| 1Y | -42.0% | +121.7% | -163.7% | -51.7% |
| 3Y | -27.9% | +121.9% | -149.8% | -42.0% |
| 5Y | -10.7% | -68.4% | +57.7% | -7.3% |
| All | +103.0% | +222.9% | -119.8% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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