+498.8%
MAR vs LEN
+136.9%
+361.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.6% | -5.8% | +7.4% | +3.9% |
| 30D | +13.8% | +13.7% | +0.1% | +7.3% |
| 3M | +20.3% | -3.9% | +24.1% | +20.8% |
| 6M | +21.3% | -0.4% | +21.7% | +19.1% |
| YTD | +37.2% | -16.8% | +54.1% | +44.1% |
| 1Y | +48.4% | -29.5% | +77.9% | +66.4% |
| 3Y | +120.1% | -25.6% | +145.7% | +130.2% |
| 5Y | +182.1% | -13.2% | +195.3% | +166.1% |
| All | +498.8% | +136.9% | +361.9% | +229.8% |
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 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