+103.0%
LEN vs WYNN
+1.1%
+101.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | -4.8% | -4.2% | -0.6% | -3.6% |
| 30D | -6.6% | -14.6% | +8.0% | -2.2% |
| 3M | -15.7% | -18.4% | +2.7% | -10.6% |
| 6M | -16.6% | -11.9% | -4.7% | -13.6% |
| YTD | -21.3% | -26.6% | +5.2% | -14.3% |
| 1Y | -42.0% | -28.5% | -13.5% | -36.7% |
| 3Y | -27.9% | -5.1% | -22.8% | -29.2% |
| 5Y | -10.7% | -10.5% | -0.2% | -15.0% |
| All | +103.0% | +1.1% | +101.9% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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