+2,331.0%
LITE vs LEN
+109.8%
+2,221.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.3% |
| 7D | -1.5% | -3.2% | +1.6% | -0.5% |
| 30D | +6.7% | -4.9% | +11.5% | +8.1% |
| 3M | -6.8% | -8.5% | +1.7% | -5.0% |
| 6M | +29.4% | -20.7% | +50.1% | +38.3% |
| YTD | +139.1% | -17.4% | +156.5% | +149.2% |
| 1Y | +521.0% | -38.2% | +559.2% | +611.5% |
| 3Y | +1,535.3% | -24.9% | +1,560.2% | +1,576.1% |
| 5Y | +889.8% | -11.4% | +901.3% | +824.8% |
| All | +2,331.0% | +109.8% | +2,221.3% | +1,399.3% |
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