+578.8%
MS vs LEN
+166.0%
+412.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.2% | -0.1% | +2.1% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | -0.9% | +19.4% | -20.4% | -7.0% |
| 3M | -13.0% | +4.5% | -17.5% | -15.0% |
| 6M | -2.0% | +4.9% | -6.9% | -4.9% |
| YTD | +7.8% | -8.9% | +16.7% | +8.6% |
| 1Y | +17.9% | -23.0% | +40.8% | +25.3% |
| 3Y | +174.8% | -16.7% | +191.5% | +172.0% |
| 5Y | +119.9% | -4.5% | +124.3% | +100.0% |
| 10Y | +578.8% | +162.2% | +416.7% | +285.9% |
| All | +578.8% | +166.0% | +412.8% | +285.9% |
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