+17,561.1%
LLY vs LEN
+10,533.4%
+7,027.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -2.1% | -3.2% | +1.0% | -1.7% |
| 30D | -1.6% | -4.9% | +3.3% | -1.0% |
| 3M | +2.3% | -8.5% | +10.8% | +3.2% |
| 6M | +14.9% | -20.7% | +35.5% | +17.9% |
| YTD | +7.5% | -17.4% | +24.9% | +9.5% |
| 1Y | +55.7% | -38.2% | +93.9% | +64.3% |
| 3Y | +110.6% | -24.9% | +135.5% | +114.1% |
| 5Y | +363.4% | -11.4% | +374.9% | +355.6% |
| 10Y | +1,649.0% | +110.0% | +1,538.9% | +1,375.8% |
| All | +17,561.1% | +10,533.4% | +7,027.7% | +8,387.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling