+222.0%
LHX vs LEN
+108.0%
+114.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.6% |
| 7D | -4.3% | -4.8% | +0.5% | -3.4% |
| 30D | -15.1% | -6.6% | -8.6% | -14.1% |
| 3M | -21.0% | -15.7% | -5.3% | -18.6% |
| 6M | -32.0% | -16.6% | -15.4% | -30.0% |
| YTD | -15.3% | -21.3% | +6.0% | -12.1% |
| 1Y | -11.1% | -42.0% | +31.0% | -2.2% |
| 3Y | +54.0% | -27.9% | +81.9% | +57.8% |
| 5Y | +17.1% | -10.7% | +27.8% | +11.6% |
| All | +222.0% | +108.0% | +114.0% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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