+9,784.2%
LSCC vs LEN
+11,263.3%
-1,479.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.1% | +10.2% | +8.2% |
| 7D | +13.0% | +2.1% | +10.9% | +11.7% |
| 30D | -19.8% | +16.6% | -36.4% | -24.9% |
| 3M | -18.4% | +5.3% | -23.7% | -21.3% |
| 6M | -16.1% | -0.8% | -15.3% | -17.6% |
| YTD | +42.7% | -11.7% | +54.5% | +45.5% |
| 1Y | +68.0% | -24.6% | +92.6% | +80.3% |
| 3Y | +85.8% | -18.7% | +104.5% | +91.6% |
| 5Y | +28.0% | -4.4% | +32.5% | +25.3% |
| 10Y | +1,255.1% | +152.2% | +1,102.9% | +795.3% |
| All | +9,784.2% | +11,263.3% | -1,479.1% | +1,758.5% |
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