-9.8%
LEN vs RUN
-80.3%
+70.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.0% | +1.1% |
| 7D | -3.4% | -1.8% | -1.6% | -3.2% |
| 30D | -5.7% | -10.8% | +5.2% | -4.3% |
| 3M | -12.2% | -30.2% | +17.9% | -8.4% |
| 6M | -18.3% | -22.3% | +4.1% | -16.5% |
| YTD | -20.2% | -52.2% | +32.0% | -14.8% |
| 1Y | -40.1% | -45.1% | +5.0% | -38.1% |
| 3Y | -26.2% | -37.1% | +10.9% | -36.3% |
| 5Y | -9.8% | -80.3% | +70.4% | -17.4% |
| All | -9.8% | -80.3% | +70.4% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling