+83.6%
LEN vs TRU
+228.6%
-145.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -2.6% |
| 7D | -2.9% | -7.2% | +4.3% | +0.3% |
| 30D | -8.9% | -2.8% | -6.0% | -7.8% |
| 3M | -10.9% | +13.0% | -23.9% | -16.3% |
| 6M | -19.7% | +0.7% | -20.3% | -20.9% |
| YTD | -20.6% | -9.0% | -11.6% | -19.3% |
| 1Y | -42.4% | -16.3% | -26.1% | -39.6% |
| 3Y | -26.5% | -1.1% | -25.5% | -33.3% |
| 5Y | -10.9% | -36.0% | +25.1% | -0.6% |
| 10Y | +100.6% | +139.9% | -39.3% | +32.2% |
| All | +83.6% | +228.6% | -145.0% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling