+314.6%
LEN vs WYNN
+1,166.9%
-852.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | -4.8% | -4.2% | -0.6% | -3.1% |
| 30D | -6.6% | -14.6% | +8.0% | -0.5% |
| 3M | -15.7% | -18.4% | +2.7% | -8.7% |
| 6M | -16.6% | -11.9% | -4.7% | -12.5% |
| YTD | -21.3% | -26.6% | +5.2% | -11.6% |
| 1Y | -42.0% | -28.5% | -13.5% | -34.7% |
| 3Y | -27.9% | -5.1% | -22.8% | -30.2% |
| 5Y | -10.7% | -10.5% | -0.2% | -18.1% |
| 10Y | +106.1% | +0.3% | +105.9% | +37.5% |
| All | +314.6% | +1,166.9% | -852.2% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling