-10.4%
LEN vs TDY
+39.0%
-49.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.5% |
| 7D | -4.8% | -1.1% | -3.6% | -4.2% |
| 30D | -6.6% | -12.0% | +5.5% | -0.1% |
| 3M | -15.7% | -3.2% | -12.5% | -14.6% |
| 6M | -16.6% | -7.9% | -8.8% | -13.4% |
| YTD | -21.3% | +18.2% | -39.6% | -29.0% |
| 1Y | -42.0% | +6.7% | -48.7% | -44.8% |
| 3Y | -27.9% | +47.5% | -75.5% | -44.5% |
| All | -10.4% | +39.0% | -49.4% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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