-4.6%
LEN vs S
-67.4%
+62.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.4% |
| 7D | +2.1% | -13.4% | +15.5% | +4.3% |
| 30D | +16.6% | -14.0% | +30.6% | +19.0% |
| 3M | +5.3% | +4.9% | +0.4% | +3.2% |
| 6M | -0.8% | +42.0% | -42.8% | -8.3% |
| YTD | -11.7% | +45.1% | -56.9% | -19.5% |
| 1Y | -24.6% | +33.1% | -57.7% | -30.3% |
| 3Y | -18.7% | +40.6% | -59.3% | -28.9% |
| All | -4.6% | -67.4% | +62.8% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling