+417.3%
LIN vs LEN
+166.0%
+251.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.2% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +7.6% | +19.4% | -11.8% | +2.8% |
| 3M | +6.5% | +4.5% | +2.0% | +4.8% |
| 6M | +6.2% | +4.9% | +1.3% | +3.9% |
| YTD | +23.2% | -8.9% | +32.2% | +24.0% |
| 1Y | +25.4% | -23.0% | +48.4% | +31.4% |
| 3Y | +38.3% | -16.7% | +55.0% | +37.4% |
| 5Y | +64.4% | -4.5% | +68.9% | +53.0% |
| 10Y | +417.3% | +162.2% | +255.2% | +240.8% |
| All | +417.3% | +166.0% | +251.3% | +240.8% |
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