+146.2%
LEN vs RY
+355.6%
-209.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.8% |
| 7D | -6.4% | -3.0% | -3.4% | -4.0% |
| 30D | +15.6% | +6.3% | +9.4% | +10.2% |
| 3M | -0.8% | -2.6% | +1.8% | +1.3% |
| 6M | +0.4% | +13.9% | -13.6% | -10.1% |
| YTD | -14.1% | +21.7% | -35.8% | -27.4% |
| 1Y | -29.6% | +40.4% | -70.1% | -47.3% |
| 3Y | -23.1% | +161.3% | -184.5% | -66.8% |
| 5Y | -8.9% | +126.5% | -135.3% | -56.0% |
| 10Y | +146.2% | +354.3% | -208.1% | -36.7% |
| All | +146.2% | +355.6% | -209.4% | -36.7% |
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