+1,289.7%
LEN vs TDY
+7,056.0%
-5,766.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.7% |
| 7D | -4.8% | -1.1% | -3.6% | -4.3% |
| 30D | -6.6% | -12.0% | +5.5% | -2.0% |
| 3M | -15.7% | -3.2% | -12.5% | -14.8% |
| 6M | -16.6% | -7.9% | -8.8% | -14.2% |
| YTD | -21.3% | +18.2% | -39.6% | -26.6% |
| 1Y | -42.0% | +6.7% | -48.7% | -43.8% |
| 3Y | -27.9% | +47.5% | -75.5% | -38.8% |
| 5Y | -10.7% | +39.5% | -50.2% | -22.8% |
| 10Y | +106.1% | +477.2% | -371.0% | +7.0% |
| All | +1,289.7% | +7,056.0% | -5,766.3% | +358.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling