+1,493.1%
LITE vs LEN
+136.9%
+1,356.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +10.8% | -5.8% | +16.6% | +12.8% |
| 30D | -33.4% | +13.7% | -47.1% | -37.1% |
| 3M | -32.2% | -3.9% | -28.4% | -32.8% |
| 6M | -42.1% | -0.4% | -41.7% | -43.8% |
| YTD | +61.9% | -16.8% | +78.7% | +65.1% |
| 1Y | +163.0% | -29.5% | +192.5% | +182.5% |
| 3Y | +1,358.0% | -25.6% | +1,383.6% | +1,373.5% |
| 5Y | +549.9% | -13.2% | +563.1% | +500.8% |
| All | +1,493.1% | +136.9% | +1,356.2% | +695.1% |
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