+14,700.0%
MO vs LEN
+10,125.0%
+4,575.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.6% |
| 7D | -2.0% | -2.9% | +0.9% | -1.7% |
| 30D | -0.3% | -8.9% | +8.6% | +0.7% |
| 3M | -2.9% | -10.9% | +8.0% | -1.9% |
| 6M | +5.8% | -19.7% | +25.4% | +7.9% |
| YTD | +22.0% | -20.6% | +42.6% | +24.4% |
| 1Y | +10.7% | -42.4% | +53.1% | +16.6% |
| 3Y | +94.4% | -26.5% | +120.9% | +97.0% |
| 5Y | +97.2% | -10.9% | +108.1% | +93.1% |
| 10Y | +103.0% | +100.6% | +2.3% | +77.1% |
| All | +14,700.0% | +10,125.0% | +4,575.0% | +7,341.1% |
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