+820.4%
MOD vs LEN
-7.9%
+828.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +8.2% | -6.4% | +14.6% | +11.2% |
| 30D | -38.2% | +15.6% | -53.8% | -43.6% |
| 3M | -46.2% | -0.8% | -45.5% | -47.4% |
| 6M | -62.5% | +0.4% | -62.9% | -63.8% |
| YTD | -20.1% | -14.1% | -6.0% | -17.2% |
| 1Y | -29.7% | -29.6% | 0.0% | -19.7% |
| 3Y | +136.2% | -23.1% | +159.3% | +140.5% |
| 5Y | +820.4% | -8.9% | +829.2% | +672.2% |
| All | +820.4% | -7.9% | +828.3% | +672.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling