+103.0%
LEN vs RRX
+228.4%
-125.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +0.5% |
| 7D | -4.8% | -0.3% | -4.4% | -4.6% |
| 30D | -6.6% | -6.1% | -0.4% | -4.1% |
| 3M | -15.7% | -23.1% | +7.4% | -7.4% |
| 6M | -16.6% | -19.5% | +2.9% | -11.6% |
| YTD | -21.3% | +16.1% | -37.4% | -30.9% |
| 1Y | -42.0% | +12.9% | -55.0% | -49.0% |
| 3Y | -27.9% | +7.9% | -35.9% | -39.3% |
| 5Y | -10.7% | +19.1% | -29.8% | -31.7% |
| All | +103.0% | +228.4% | -125.4% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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