+83.2%
LEN vs TENB
+22.6%
+60.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -5.8% | -3.3% | -2.5% | -5.0% |
| 30D | +13.7% | +6.9% | +6.8% | +11.6% |
| 3M | -3.9% | +1.8% | -5.7% | -5.8% |
| 6M | -0.4% | +98.1% | -98.4% | -18.5% |
| YTD | -16.8% | +73.2% | -90.1% | -30.8% |
| 1Y | -29.5% | +50.7% | -80.2% | -39.0% |
| 3Y | -25.6% | +9.3% | -34.9% | -31.3% |
| 5Y | -13.2% | -25.1% | +11.9% | -16.5% |
| All | +83.2% | +22.6% | +60.6% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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