+112.4%
MS vs LEN
-4.6%
+117.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.3% |
| 7D | -1.6% | +2.1% | -3.6% | -2.2% |
| 30D | -3.8% | +16.6% | -20.3% | -8.1% |
| 3M | -14.6% | +5.3% | -19.9% | -16.4% |
| 6M | -5.1% | -0.8% | -4.3% | -5.9% |
| YTD | +4.5% | -11.7% | +16.3% | +6.2% |
| 1Y | +13.5% | -24.6% | +38.1% | +20.8% |
| 3Y | +160.4% | -18.7% | +179.1% | +154.0% |
| All | +112.4% | -4.6% | +117.1% | +77.4% |
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