+7.8%
LOW vs LEN
-10.6%
+18.4%
-33.9%
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% | -1.3% |
| 7D | -0.6% | -3.4% | +2.8% | +1.1% |
| 30D | -9.3% | -5.7% | -3.6% | -6.6% |
| 3M | -8.1% | -12.2% | +4.2% | -2.2% |
| 6M | -19.8% | -18.3% | -1.5% | -11.9% |
| YTD | -16.4% | -20.2% | +3.8% | -7.3% |
| 1Y | -24.7% | -40.1% | +15.4% | -4.4% |
| 3Y | -8.8% | -26.2% | +17.4% | +0.5% |
| 5Y | +7.8% | -9.8% | +17.6% | +2.8% |
| All | +7.8% | -10.6% | +18.4% | +2.8% |
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