+3,155.8%
LNT vs LEN
+10,533.4%
-7,377.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -0.1% | -3.2% | +3.1% | +0.3% |
| 30D | -3.2% | -4.9% | +1.7% | -2.7% |
| 3M | -4.1% | -8.5% | +4.4% | -3.3% |
| 6M | -4.6% | -20.7% | +16.1% | -2.4% |
| YTD | +7.0% | -17.4% | +24.4% | +8.8% |
| 1Y | +8.3% | -38.2% | +46.5% | +13.6% |
| 3Y | +51.0% | -24.9% | +75.9% | +53.5% |
| 5Y | +30.2% | -11.4% | +41.6% | +28.4% |
| 10Y | +143.6% | +110.0% | +33.6% | +110.6% |
| All | +3,155.8% | +10,533.4% | -7,377.6% | +1,800.0% |
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