+100.6%
LEN vs RY
+371.6%
-271.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.1% | -3.2% |
| 7D | -2.9% | +2.7% | -5.6% | -5.0% |
| 30D | -8.9% | -1.0% | -7.9% | -8.3% |
| 3M | -10.9% | +7.6% | -18.5% | -16.4% |
| 6M | -19.7% | +29.5% | -49.1% | -35.2% |
| YTD | -20.6% | +24.2% | -44.8% | -33.9% |
| 1Y | -42.4% | +46.4% | -88.8% | -58.4% |
| 3Y | -26.5% | +159.4% | -186.0% | -68.0% |
| 5Y | -10.9% | +141.8% | -152.8% | -59.4% |
| 10Y | +100.6% | +373.9% | -273.3% | -49.6% |
| All | +100.6% | +371.6% | -271.0% | -49.6% |
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