+1,545.2%
LLY vs LEN
+99.2%
+1,446.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.7% |
| 7D | -3.1% | -2.9% | -0.2% | -2.7% |
| 30D | -5.1% | -8.9% | +3.8% | -3.9% |
| 3M | -2.1% | -10.9% | +8.8% | -0.7% |
| 6M | +13.8% | -19.7% | +33.5% | +16.8% |
| YTD | +5.1% | -20.6% | +25.7% | +7.7% |
| 1Y | +53.1% | -42.4% | +95.5% | +63.9% |
| 3Y | +95.6% | -26.5% | +122.2% | +99.2% |
| 5Y | +361.5% | -10.9% | +372.4% | +349.9% |
| 10Y | +1,545.2% | +100.6% | +1,444.5% | +1,444.2% |
| All | +1,545.2% | +99.2% | +1,446.0% | +1,444.2% |
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