+424.9%
MAR vs LEN
+103.6%
+321.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.7% |
| 7D | -2.1% | -7.8% | +5.7% | +1.1% |
| 30D | -5.7% | -11.0% | +5.4% | -1.2% |
| 3M | -14.6% | -12.8% | -1.8% | -10.5% |
| 6M | +1.3% | -20.2% | +21.5% | +9.9% |
| YTD | +6.7% | -23.0% | +29.7% | +16.9% |
| 1Y | +26.4% | -41.8% | +68.3% | +54.6% |
| 3Y | +64.7% | -28.8% | +93.5% | +76.6% |
| 5Y | +153.1% | -12.6% | +165.7% | +139.4% |
| All | +424.9% | +103.6% | +321.3% | +197.2% |
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 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