+550.0%
LNG vs LEN
+108.0%
+442.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.2% |
| 7D | -4.7% | -4.8% | +0.1% | -3.8% |
| 30D | +3.8% | -6.6% | +10.4% | +5.1% |
| 3M | +16.2% | -15.7% | +31.8% | +19.4% |
| 6M | +11.7% | -16.6% | +28.3% | +14.5% |
| YTD | +44.2% | -21.3% | +65.6% | +49.0% |
| 1Y | +18.6% | -42.0% | +60.6% | +30.5% |
| 3Y | +77.4% | -27.9% | +105.3% | +79.0% |
| 5Y | +232.3% | -10.7% | +243.0% | +205.9% |
| All | +550.0% | +108.0% | +442.0% | +309.5% |
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