+52.3%
LVS vs LEN
+108.7%
-56.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | -1.5% | -3.2% | +1.7% | +0.1% |
| 30D | -3.2% | -4.9% | +1.7% | -1.0% |
| 3M | -12.0% | -8.5% | -3.5% | -9.0% |
| 6M | -19.9% | -20.7% | +0.8% | -11.7% |
| YTD | -30.6% | -17.4% | -13.2% | -25.9% |
| 1Y | -17.7% | -38.2% | +20.5% | +0.6% |
| 3Y | -14.2% | -24.9% | +10.7% | -9.7% |
| 5Y | +9.6% | -11.4% | +21.1% | +2.2% |
| 10Y | +5.7% | +110.0% | -104.4% | -49.0% |
| All | +52.3% | +108.7% | -56.4% | -63.8% |
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 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