+11,518.3%
LIN vs LEN
+5,152.5%
+6,365.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +3.6% | +7.2% | -3.6% | +2.0% |
| 30D | +6.4% | +19.1% | -12.7% | +2.3% |
| 3M | +6.5% | +4.9% | +1.6% | +4.9% |
| 6M | +4.9% | +7.6% | -2.7% | +2.3% |
| YTD | +23.4% | -8.9% | +32.4% | +24.1% |
| 1Y | +26.3% | -22.7% | +49.0% | +31.3% |
| 3Y | +38.0% | -16.8% | +54.8% | +38.2% |
| 5Y | +68.0% | -1.4% | +69.3% | +59.4% |
| 10Y | +437.1% | +160.3% | +276.8% | +292.4% |
| All | +11,518.3% | +5,152.5% | +6,365.9% | +3,416.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling