+103.0%
LEN vs TRU
+147.2%
-44.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.7% |
| 7D | -4.8% | -2.7% | -2.0% | -3.5% |
| 30D | -6.6% | -2.0% | -4.5% | -5.8% |
| 3M | -15.7% | +18.4% | -34.1% | -22.5% |
| 6M | -16.6% | +8.9% | -25.5% | -20.9% |
| YTD | -21.3% | -8.9% | -12.4% | -20.1% |
| 1Y | -42.0% | -15.9% | -26.2% | -39.2% |
| 3Y | -27.9% | -1.1% | -26.8% | -34.7% |
| 5Y | -10.7% | -35.2% | +24.5% | +0.3% |
| All | +103.0% | +147.2% | -44.1% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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