+146.2%
LEN vs RRC
+72.2%
+74.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -6.4% | -0.5% | -5.9% | -6.3% |
| 30D | +15.6% | +25.2% | -9.6% | +13.0% |
| 3M | -0.8% | +27.8% | -28.6% | -3.2% |
| 6M | +0.4% | +27.2% | -26.9% | -2.3% |
| YTD | -14.1% | +48.2% | -62.3% | -17.8% |
| 1Y | -29.6% | +34.7% | -64.3% | -32.1% |
| 3Y | -23.1% | +62.2% | -85.4% | -28.0% |
| 5Y | -8.9% | +130.9% | -139.8% | -19.1% |
| 10Y | +146.2% | +73.4% | +72.8% | +106.3% |
| All | +146.2% | +72.2% | +74.0% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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