-12.6%
LEN vs TRU
-36.7%
+24.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -7.8% | -9.4% | +1.6% | -4.1% |
| 30D | -11.0% | -4.1% | -6.9% | -9.6% |
| 3M | -12.8% | +13.6% | -26.4% | -17.6% |
| 6M | -20.2% | +3.6% | -23.8% | -22.1% |
| YTD | -23.0% | -9.8% | -13.2% | -21.5% |
| 1Y | -41.8% | -13.6% | -28.2% | -39.8% |
| 3Y | -28.8% | -2.0% | -26.8% | -33.1% |
| 5Y | -12.6% | -35.8% | +23.2% | +4.3% |
| All | -12.6% | -36.7% | +24.1% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling