+541.2%
LITE vs LEN
-8.8%
+550.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.6% | -0.6% |
| 7D | -13.9% | +0.7% | -14.6% | -14.2% |
| 30D | -46.9% | +13.0% | -59.9% | -49.0% |
| 3M | -28.0% | +1.9% | -29.9% | -29.5% |
| 6M | -35.2% | -0.7% | -34.5% | -36.4% |
| YTD | +58.9% | -13.8% | +72.7% | +61.0% |
| 1Y | +125.3% | -28.1% | +153.4% | +141.4% |
| 3Y | +1,344.4% | -22.8% | +1,367.3% | +1,309.8% |
| 5Y | +541.2% | -7.4% | +548.5% | +444.9% |
| All | +541.2% | -8.8% | +550.0% | +444.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling