+35,474.8%
LOW vs LEN
+10,533.4%
+24,941.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -1.7% | -3.2% | +1.5% | -0.7% |
| 30D | -7.0% | -4.9% | -2.1% | -5.6% |
| 3M | -0.9% | -8.5% | +7.6% | +1.9% |
| 6M | -20.1% | -20.7% | +0.6% | -14.1% |
| YTD | -13.9% | -17.4% | +3.5% | -8.8% |
| 1Y | -21.1% | -38.2% | +17.1% | -8.7% |
| 3Y | -6.6% | -24.9% | +18.2% | +0.5% |
| 5Y | +9.4% | -11.4% | +20.8% | +10.4% |
| 10Y | +220.5% | +110.0% | +110.5% | +136.7% |
| All | +35,474.8% | +10,533.4% | +24,941.4% | +7,920.2% |
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