-4.5%
LEN vs TAP
+2.3%
-6.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.8% |
| 7D | +0.6% | -7.8% | +8.4% | +4.6% |
| 30D | +19.4% | +7.1% | +12.3% | +16.0% |
| 3M | +4.5% | -7.0% | +11.6% | +8.1% |
| 6M | +4.9% | -3.8% | +8.7% | +6.6% |
| YTD | -8.9% | -11.7% | +2.8% | -4.0% |
| 1Y | -23.0% | -10.1% | -12.9% | -19.5% |
| 3Y | -16.7% | -23.7% | +7.0% | -8.5% |
| 5Y | -4.5% | +2.9% | -7.4% | -5.8% |
| All | -4.5% | +2.3% | -6.7% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling