+554.8%
MA vs LEN
+166.0%
+388.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.4% |
| 7D | -0.3% | +0.6% | -1.0% | -0.6% |
| 30D | +11.3% | +19.4% | -8.1% | +5.6% |
| 3M | +16.7% | +4.5% | +12.1% | +14.5% |
| 6M | +32.8% | +4.9% | +27.9% | +29.3% |
| YTD | +15.6% | -8.9% | +24.5% | +16.1% |
| 1Y | +19.6% | -23.0% | +42.5% | +26.2% |
| 3Y | +72.1% | -16.7% | +88.8% | +69.6% |
| 5Y | +96.0% | -4.5% | +100.5% | +78.4% |
| 10Y | +554.8% | +162.2% | +392.6% | +293.3% |
| All | +554.8% | +166.0% | +388.7% | +293.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling