+906.4%
MOD vs LEN
+148.4%
+757.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.1% | +8.8% | +7.0% |
| 7D | -25.5% | +2.1% | -27.6% | -27.1% |
| 30D | -49.0% | +16.6% | -65.6% | -53.2% |
| 3M | -49.8% | +5.3% | -55.1% | -52.2% |
| 6M | -64.8% | -0.8% | -64.0% | -65.7% |
| YTD | -27.6% | -11.7% | -15.9% | -26.2% |
| 1Y | -35.2% | -24.6% | -10.6% | -29.5% |
| 3Y | +137.1% | -18.7% | +155.8% | +141.3% |
| 5Y | +760.3% | -4.4% | +764.7% | +696.7% |
| All | +906.4% | +148.4% | +757.9% | +545.9% |
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 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