+31.6%
LNT vs LEN
-10.6%
+42.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +0.2% | -3.4% | +3.6% | +0.7% |
| 30D | -0.5% | -5.7% | +5.1% | +0.3% |
| 3M | -5.5% | -12.2% | +6.7% | -3.8% |
| 6M | -3.8% | -18.3% | +14.5% | -1.1% |
| YTD | +6.8% | -20.2% | +27.0% | +9.9% |
| 1Y | +9.3% | -40.1% | +49.4% | +17.8% |
| 3Y | +47.9% | -26.2% | +74.1% | +50.7% |
| 5Y | +31.6% | -9.8% | +41.4% | +22.4% |
| All | +31.6% | -10.6% | +42.2% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling