-12.6%
LEN vs RRX
+14.8%
-27.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.8% |
| 7D | -7.8% | -3.7% | -4.0% | -6.5% |
| 30D | -11.0% | -9.3% | -1.7% | -8.0% |
| 3M | -12.8% | -21.8% | +9.0% | -6.6% |
| 6M | -20.2% | -22.0% | +1.8% | -15.3% |
| YTD | -23.0% | +11.9% | -35.0% | -29.7% |
| 1Y | -41.8% | +11.6% | -53.4% | -47.3% |
| 3Y | -28.8% | +2.2% | -31.0% | -35.3% |
| 5Y | -12.6% | +14.9% | -27.5% | -25.3% |
| All | -12.6% | +14.8% | -27.4% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling