+10,331.5%
LEN vs RRC
+1,202.2%
+9,129.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -3.2% | +1.3% | -4.5% | -3.3% |
| 30D | -4.9% | +10.1% | -15.0% | -6.0% |
| 3M | -8.5% | +4.0% | -12.5% | -9.1% |
| 6M | -20.7% | +1.6% | -22.2% | -21.1% |
| YTD | -17.4% | +19.7% | -37.1% | -19.6% |
| 1Y | -38.2% | +21.4% | -59.7% | -40.1% |
| 3Y | -24.9% | +29.7% | -54.5% | -28.7% |
| 5Y | -11.4% | +153.9% | -165.3% | -24.7% |
| 10Y | +110.0% | +10.8% | +99.2% | +75.7% |
| All | +10,331.5% | +1,202.2% | +9,129.3% | +7,493.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling