+149.3%
LEN vs USFR
+28.6%
+120.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.8% | +0.1% | -5.8% | -5.8% |
| 30D | +13.7% | +0.4% | +13.3% | +13.5% |
| 3M | -3.9% | +1.1% | -4.9% | -4.5% |
| 6M | -0.4% | +2.0% | -2.4% | -1.5% |
| YTD | -16.8% | +3.5% | -20.3% | -18.5% |
| 1Y | -29.5% | +4.1% | -33.6% | -31.2% |
| 3Y | -25.6% | +14.4% | -39.9% | -31.6% |
| 5Y | -13.2% | +21.4% | -34.6% | -23.2% |
| 10Y | +138.5% | +28.6% | +109.9% | +106.6% |
| All | +149.3% | +28.6% | +120.7% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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