+2,498.9%
MAR vs LEN
+709.2%
+1,789.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.5% |
| 7D | -4.2% | -3.2% | -1.0% | -3.1% |
| 30D | -6.7% | -4.9% | -1.8% | -5.3% |
| 3M | -12.5% | -8.5% | -4.0% | -10.4% |
| 6M | +0.6% | -20.7% | +21.2% | +7.8% |
| YTD | +9.1% | -17.4% | +26.5% | +15.0% |
| 1Y | +26.2% | -38.2% | +64.5% | +45.9% |
| 3Y | +68.2% | -24.9% | +93.0% | +77.0% |
| 5Y | +163.9% | -11.4% | +175.4% | +157.3% |
| 10Y | +420.6% | +110.0% | +310.5% | +258.0% |
| All | +2,498.9% | +709.2% | +1,789.8% | +691.9% |
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