+143.7%
LEN vs RY
+354.4%
-210.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -3.0% | -2.9% |
| 7D | +0.7% | -0.6% | +1.2% | +1.2% |
| 30D | +13.0% | +6.1% | +6.9% | +7.7% |
| 3M | +1.9% | -3.4% | +5.3% | +4.6% |
| 6M | -0.7% | +12.8% | -13.5% | -10.4% |
| YTD | -13.8% | +21.0% | -34.8% | -26.8% |
| 1Y | -28.1% | +40.5% | -68.5% | -46.2% |
| 3Y | -22.8% | +159.9% | -182.7% | -66.5% |
| 5Y | -7.4% | +125.0% | -132.3% | -55.0% |
| 10Y | +143.7% | +350.6% | -206.9% | -37.3% |
| All | +143.7% | +354.4% | -210.7% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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