+109.1%
LEN vs TAP
-51.4%
+160.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -3.4% | -5.1% | +1.7% | -1.3% |
| 30D | -5.7% | -8.4% | +2.8% | -2.3% |
| 3M | -12.2% | -3.9% | -8.3% | -11.0% |
| 6M | -18.3% | -14.4% | -3.9% | -13.3% |
| YTD | -20.2% | -14.7% | -5.5% | -15.2% |
| 1Y | -40.1% | -18.7% | -21.4% | -35.1% |
| 3Y | -26.2% | -32.6% | +6.5% | -15.2% |
| 5Y | -9.8% | -1.4% | -8.4% | -12.1% |
| 10Y | +109.1% | -50.4% | +159.5% | +118.7% |
| All | +109.1% | -51.4% | +160.5% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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