+3,565.2%
MOD vs LEN
+10,533.4%
-6,968.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.7% |
| 7D | +9.6% | -3.2% | +12.8% | +10.9% |
| 30D | 0.0% | -4.9% | +4.9% | +1.8% |
| 3M | -35.4% | -8.5% | -26.9% | -33.5% |
| 6M | -7.3% | -20.7% | +13.4% | +1.0% |
| YTD | +45.8% | -17.4% | +63.2% | +55.7% |
| 1Y | +43.1% | -38.2% | +81.4% | +70.1% |
| 3Y | +297.7% | -24.9% | +322.5% | +329.4% |
| 5Y | +1,478.8% | -11.4% | +1,490.2% | +1,475.7% |
| 10Y | +1,633.4% | +110.0% | +1,523.4% | +1,043.3% |
| All | +3,565.2% | +10,533.4% | -6,968.2% | +977.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling