-8.8%
LEN vs S
-57.7%
+48.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -3.4% | -1.2% | -2.2% | -3.2% |
| 30D | -5.7% | -12.6% | +6.9% | -3.9% |
| 3M | -12.2% | +27.6% | -39.8% | -16.3% |
| 6M | -18.3% | +35.5% | -53.7% | -23.4% |
| YTD | -20.2% | +29.6% | -49.8% | -25.0% |
| 1Y | -40.1% | +8.1% | -48.2% | -42.1% |
| 3Y | -26.2% | +14.8% | -40.9% | -32.1% |
| 5Y | -9.8% | -70.6% | +60.7% | -7.5% |
| All | -8.8% | -57.7% | +48.9% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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