+1,064.5%
MOD vs LEN
+136.9%
+927.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | 0.0% | +27.8% | +27.8% |
| 7D | +40.4% | -5.8% | +46.2% | +43.9% |
| 30D | -14.0% | +13.7% | -27.7% | -20.4% |
| 3M | -33.3% | -3.9% | -29.5% | -34.0% |
| 6M | -51.4% | -0.4% | -51.0% | -52.8% |
| YTD | +1.6% | -16.8% | +18.5% | +6.1% |
| 1Y | +5.4% | -29.5% | +34.9% | +17.8% |
| 3Y | +191.0% | -25.6% | +216.6% | +207.2% |
| 5Y | +1,093.1% | -13.2% | +1,106.4% | +1,048.9% |
| All | +1,064.5% | +136.9% | +927.5% | +680.2% |
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