+98.7%
LEN vs RUN
+43.4%
+55.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.2% |
| 7D | -7.8% | -3.4% | -4.4% | -7.3% |
| 30D | -11.0% | -14.0% | +2.9% | -9.0% |
| 3M | -12.8% | -27.5% | +14.7% | -8.8% |
| 6M | -20.2% | -29.0% | +8.8% | -16.9% |
| YTD | -23.0% | -53.1% | +30.1% | -16.5% |
| 1Y | -41.8% | -46.7% | +4.9% | -39.2% |
| 3Y | -28.8% | -38.3% | +9.5% | -39.7% |
| 5Y | -12.6% | -80.7% | +68.1% | -16.3% |
| All | +98.7% | +43.4% | +55.3% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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