-21.6%
LEN vs TLN
+589.3%
-610.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.6% |
| 7D | -3.4% | +5.8% | -9.2% | -3.7% |
| 30D | -5.7% | -6.9% | +1.2% | -5.3% |
| 3M | -12.2% | -10.9% | -1.3% | -11.9% |
| 6M | -18.3% | -4.6% | -13.7% | -18.3% |
| YTD | -20.2% | -14.7% | -5.5% | -19.9% |
| 1Y | -40.1% | -17.9% | -22.1% | -39.9% |
| 3Y | -26.2% | +483.9% | -510.1% | -42.5% |
| All | -21.6% | +589.3% | -610.9% | -37.2% |
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