+427.2%
LIN vs LEN
+142.4%
+284.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +0.3% | -6.4% | +6.7% | +1.9% |
| 30D | +8.0% | +15.6% | -7.6% | +4.0% |
| 3M | +7.7% | -0.8% | +8.4% | +7.3% |
| 6M | +5.1% | +0.4% | +4.7% | +3.9% |
| YTD | +24.7% | -14.1% | +38.8% | +27.3% |
| 1Y | +25.1% | -29.6% | +54.7% | +34.0% |
| 3Y | +36.8% | -23.1% | +60.0% | +38.6% |
| 5Y | +67.9% | -8.9% | +76.7% | +57.9% |
| 10Y | +427.2% | +146.2% | +281.0% | +258.7% |
| All | +427.2% | +142.4% | +284.8% | +258.7% |
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