+1,544.7%
MOD vs LEN
+11,628.2%
-10,083.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.7% | -6.6% | -7.0% |
| 7D | -34.2% | +7.2% | -41.3% | -36.6% |
| 30D | -51.9% | +19.1% | -71.0% | -55.9% |
| 3M | -53.0% | +4.9% | -57.9% | -55.0% |
| 6M | -66.4% | +7.6% | -73.9% | -68.2% |
| YTD | -31.5% | -8.9% | -22.6% | -31.2% |
| 1Y | -39.6% | -22.7% | -16.8% | -35.4% |
| 3Y | +116.8% | -16.8% | +133.7% | +119.9% |
| 5Y | +713.8% | -1.4% | +715.2% | +662.8% |
| 10Y | +882.7% | +160.3% | +722.4% | +483.8% |
| All | +1,544.7% | +11,628.2% | -10,083.5% | +355.3% |
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 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