-21.9%
LEN vs TLN
+602.5%
-624.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.8% | -6.6% | -4.0% |
| 7D | -2.9% | +10.9% | -13.8% | -3.4% |
| 30D | -8.9% | -6.3% | -2.5% | -8.6% |
| 3M | -10.9% | -10.7% | -0.2% | -10.5% |
| 6M | -19.7% | +1.6% | -21.3% | -19.9% |
| YTD | -20.6% | -13.1% | -7.5% | -20.4% |
| 1Y | -42.4% | -15.1% | -27.4% | -42.4% |
| 3Y | -26.5% | +495.0% | -521.6% | -42.9% |
| All | -21.9% | +602.5% | -624.4% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling