+144.2%
LNT vs LEN
+108.0%
+36.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | -1.0% | -4.8% | +3.7% | -0.3% |
| 30D | -4.2% | -6.6% | +2.3% | -3.3% |
| 3M | -6.7% | -15.7% | +9.0% | -4.4% |
| 6M | -3.6% | -16.6% | +13.1% | -1.3% |
| YTD | +5.9% | -21.3% | +27.2% | +9.2% |
| 1Y | +7.3% | -42.0% | +49.3% | +15.9% |
| 3Y | +46.5% | -27.9% | +74.4% | +50.4% |
| 5Y | +32.5% | -10.7% | +43.2% | +28.8% |
| All | +144.2% | +108.0% | +36.2% | +96.3% |
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 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