-5.0%
LEN vs S
-51.7%
+46.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -5.8% | +2.0% | -7.8% | -6.1% |
| 30D | +13.7% | -2.7% | +16.4% | +13.8% |
| 3M | -3.9% | -6.9% | +3.0% | -3.7% |
| 6M | -0.4% | +38.1% | -38.4% | -7.0% |
| YTD | -16.8% | +48.0% | -64.8% | -24.0% |
| 1Y | -29.5% | +34.5% | -64.0% | -34.6% |
| 3Y | -25.6% | +38.3% | -63.9% | -34.0% |
| 5Y | -13.2% | -70.9% | +57.7% | -12.0% |
| All | -5.0% | -51.7% | +46.8% | -2.5% |
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