+73.3%
LEN vs TENB
-9.4%
+82.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.2% | +3.6% |
| 7D | -4.8% | -12.1% | +7.3% | -1.9% |
| 30D | -6.6% | -18.6% | +12.0% | -2.6% |
| 3M | -15.7% | +12.1% | -27.7% | -19.6% |
| 6M | -16.6% | +46.8% | -63.4% | -26.7% |
| YTD | -21.3% | +28.0% | -49.3% | -29.0% |
| 1Y | -42.0% | -1.4% | -40.6% | -43.9% |
| 3Y | -27.9% | -33.9% | +6.0% | -24.4% |
| 5Y | -10.7% | -34.6% | +23.9% | -11.4% |
| All | +73.3% | -9.4% | +82.7% | +26.3% |
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