+1,533.3%
LITE vs LEN
+166.0%
+1,367.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.2% | +7.5% | +9.7% |
| 7D | -12.9% | +0.6% | -13.5% | -13.3% |
| 30D | -46.0% | +19.4% | -65.4% | -49.5% |
| 3M | -33.0% | +4.5% | -37.6% | -35.3% |
| 6M | -34.0% | +4.9% | -39.0% | -36.9% |
| YTD | +61.7% | -8.9% | +70.7% | +60.6% |
| 1Y | +148.3% | -23.0% | +171.3% | +159.9% |
| 3Y | +1,408.5% | -16.7% | +1,425.2% | +1,371.2% |
| 5Y | +546.2% | -4.5% | +550.6% | +480.4% |
| 10Y | +1,533.3% | +162.2% | +1,371.2% | +725.2% |
| All | +1,533.3% | +166.0% | +1,367.3% | +725.2% |
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