+146.5%
MOD vs LEN
-17.6%
+164.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.2% | +6.7% | +8.9% |
| 7D | -13.9% | +0.6% | -14.6% | -14.6% |
| 30D | -41.5% | +19.4% | -61.0% | -46.1% |
| 3M | -45.7% | +4.5% | -50.3% | -47.3% |
| 6M | -61.1% | +4.9% | -66.0% | -62.5% |
| YTD | -20.5% | -8.9% | -11.6% | -19.1% |
| 1Y | -32.1% | -23.0% | -9.2% | -26.2% |
| 3Y | +146.5% | -16.7% | +163.2% | +103.3% |
| All | +146.5% | -17.6% | +164.1% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling