+103.0%
LEN vs WY
+7.6%
+95.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | -4.8% | -4.2% | -0.6% | -1.9% |
| 30D | -6.6% | -10.1% | +3.5% | +0.4% |
| 3M | -15.7% | -8.5% | -7.2% | -10.8% |
| 6M | -16.6% | -3.3% | -13.3% | -15.0% |
| YTD | -21.3% | -4.4% | -16.9% | -19.2% |
| 1Y | -42.0% | -11.5% | -30.6% | -37.4% |
| 3Y | -27.9% | -24.3% | -3.6% | -13.6% |
| 5Y | -10.7% | -21.3% | +10.6% | +4.9% |
| All | +103.0% | +7.6% | +95.5% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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