+10,744.8%
LEN vs RVTY
+2,959.8%
+7,785.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | -6.4% | -0.7% | -5.6% | -6.2% |
| 30D | +15.6% | +1.7% | +13.9% | +14.3% |
| 3M | -0.8% | +36.8% | -37.6% | -12.2% |
| 6M | +0.4% | +60.1% | -59.7% | -16.3% |
| YTD | -14.1% | +64.0% | -78.1% | -29.6% |
| 1Y | -29.6% | +68.2% | -97.8% | -42.7% |
| 3Y | -23.1% | +88.8% | -111.9% | -41.1% |
| 5Y | -8.9% | -10.5% | +1.7% | -11.0% |
| 10Y | +146.2% | +219.7% | -73.5% | +55.9% |
| All | +10,744.8% | +2,959.8% | +7,785.0% | +3,347.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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