+10,786.2%
LEN vs RRC
+1,491.2%
+9,295.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.8% | -10.2% | -5.9% |
| 7D | +0.7% | -5.2% | +5.9% | +1.2% |
| 30D | +13.0% | +25.2% | -12.2% | +9.7% |
| 3M | +1.9% | +27.4% | -25.5% | -1.3% |
| 6M | -0.7% | +27.0% | -27.7% | -4.1% |
| YTD | -13.8% | +46.3% | -60.1% | -18.3% |
| 1Y | -28.1% | +37.1% | -65.2% | -31.4% |
| 3Y | -22.8% | +60.2% | -83.0% | -28.7% |
| 5Y | -7.4% | +136.6% | -144.0% | -20.6% |
| 10Y | +143.7% | +68.8% | +74.9% | +93.5% |
| All | +10,786.2% | +1,491.2% | +9,295.0% | +7,613.7% |
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