+94.7%
LEN vs RUN
-31.9%
+126.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -3.2% | +1.3% | -4.4% | -3.4% |
| 30D | -4.9% | -15.3% | +10.4% | -2.7% |
| 3M | -8.5% | -40.0% | +31.5% | -2.1% |
| 6M | -20.7% | -27.0% | +6.3% | -18.0% |
| YTD | -17.4% | -51.7% | +34.3% | -11.3% |
| 1Y | -38.2% | -45.9% | +7.6% | -35.8% |
| 3Y | -24.9% | -43.8% | +18.9% | -33.8% |
| 5Y | -11.4% | -80.5% | +69.0% | -14.9% |
| 10Y | +110.0% | +45.3% | +64.8% | +41.2% |
| All | +94.7% | -31.9% | +126.7% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling