-12.6%
LEN vs WY
-22.3%
+9.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.9% | -1.4% |
| 7D | -7.8% | -3.7% | -4.1% | -4.9% |
| 30D | -11.0% | -11.3% | +0.3% | -2.0% |
| 3M | -12.8% | -8.1% | -4.6% | -7.1% |
| 6M | -20.2% | -7.4% | -12.8% | -15.6% |
| YTD | -23.0% | -4.7% | -18.3% | -20.6% |
| 1Y | -41.8% | -9.2% | -32.6% | -37.7% |
| 3Y | -28.8% | -24.7% | -4.1% | -11.9% |
| 5Y | -12.6% | -21.6% | +9.0% | +12.3% |
| All | -12.6% | -22.3% | +9.7% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling