-15.3%
LEN vs TLN
+678.8%
-694.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.8% | -5.4% |
| 7D | +0.7% | +1.1% | -0.4% | +0.6% |
| 30D | +13.0% | -4.6% | +17.6% | +13.2% |
| 3M | +1.9% | +5.2% | -3.3% | +1.4% |
| 6M | -0.7% | -6.5% | +5.8% | -0.9% |
| YTD | -13.8% | -3.6% | -10.2% | -14.2% |
| 1Y | -28.1% | -8.2% | -19.8% | -28.4% |
| 3Y | -22.8% | +559.7% | -582.5% | -40.5% |
| All | -15.3% | +678.8% | -694.1% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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