+145.1%
MS vs LEN
-10.8%
+155.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +1.4% | -3.2% | +4.6% | +2.3% |
| 30D | -0.3% | -4.9% | +4.6% | +1.1% |
| 3M | +0.3% | -8.5% | +8.8% | +2.4% |
| 6M | +31.3% | -20.7% | +52.0% | +39.4% |
| YTD | +24.7% | -17.4% | +42.1% | +29.8% |
| 1Y | +47.9% | -38.2% | +86.2% | +67.6% |
| 3Y | +178.3% | -24.9% | +203.2% | +179.2% |
| All | +145.1% | -10.8% | +155.9% | +118.5% |
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