+147.6%
LEN vs USFR
+27.5%
+120.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -3.2% | +0.1% | -3.2% | -3.2% |
| 30D | -4.9% | +0.3% | -5.2% | -5.1% |
| 3M | -8.5% | +1.0% | -9.5% | -9.0% |
| 6M | -20.7% | +1.9% | -22.6% | -21.6% |
| YTD | -17.4% | +2.6% | -20.0% | -18.7% |
| 1Y | -38.2% | +4.0% | -42.3% | -39.7% |
| 3Y | -24.9% | +14.1% | -39.0% | -30.9% |
| 5Y | -11.4% | +20.4% | -31.9% | -21.3% |
| 10Y | +110.0% | +28.0% | +82.0% | +82.6% |
| All | +147.6% | +27.5% | +120.1% | +118.2% |
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