+1,108.4%
LNG vs LEN
+3,020.9%
-1,912.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -6.7% | -3.4% | -3.4% | -5.8% |
| 30D | +3.9% | -5.7% | +9.5% | +5.4% |
| 3M | +15.5% | -12.2% | +27.7% | +18.5% |
| 6M | +10.5% | -18.3% | +28.8% | +14.8% |
| YTD | +43.0% | -20.2% | +63.2% | +48.6% |
| 1Y | +18.9% | -40.1% | +58.9% | +32.9% |
| 3Y | +74.7% | -26.2% | +100.8% | +77.6% |
| 5Y | +231.2% | -9.8% | +241.1% | +206.5% |
| 10Y | +544.5% | +109.1% | +435.4% | +329.0% |
| All | +1,108.4% | +3,020.9% | -1,912.5% | +296.7% |
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