+886.3%
MOD vs LEN
+147.0%
+739.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.4% | +2.5% | -0.7% |
| 7D | -17.8% | +0.7% | -18.5% | -18.8% |
| 30D | -43.2% | +13.0% | -56.2% | -47.2% |
| 3M | -46.0% | +1.9% | -47.9% | -47.8% |
| 6M | -62.2% | -0.7% | -61.5% | -63.3% |
| YTD | -22.8% | -13.8% | -9.0% | -20.5% |
| 1Y | -35.5% | -28.1% | -7.4% | -28.3% |
| 3Y | +128.2% | -22.8% | +151.1% | +137.5% |
| 5Y | +791.6% | -7.4% | +799.0% | +736.7% |
| 10Y | +886.3% | +143.7% | +742.6% | +567.2% |
| All | +886.3% | +147.0% | +739.3% | +567.2% |
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