+11,511.2%
LMT vs LEN
+10,125.0%
+1,386.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +5.9% | +2.5% |
| 7D | -1.5% | -2.9% | +1.3% | -1.2% |
| 30D | -8.2% | -8.9% | +0.6% | -7.3% |
| 3M | +3.7% | -10.9% | +14.6% | +4.9% |
| 6M | -19.2% | -19.7% | +0.5% | -17.4% |
| YTD | +12.9% | -20.6% | +33.4% | +15.4% |
| 1Y | +19.8% | -42.4% | +62.2% | +26.9% |
| 3Y | +37.3% | -26.5% | +63.8% | +39.3% |
| 5Y | +74.4% | -10.9% | +85.3% | +70.0% |
| 10Y | +188.9% | +100.6% | +88.3% | +147.2% |
| All | +11,511.2% | +10,125.0% | +1,386.2% | +4,774.0% |
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